Introduction

For one of my machine learning classes we had a project that consumed financial data. I have extended that project to use machine learning to see if an indicator, or predictor, can be found that identifies market tops that occur prior to recessions. Then I use the model to build a trading strategy and backtest it to see how it performs.

Get Economic and Financial Data

Acquiring the data consists of two steps. First the code pulls the data into zoo objects which are then collapsed into a single data frame (df.data). Features are extracted from these series and added to the df.data data frame.

Sample call to pull economic data

Data is pulled from several sources include FRED, yahoo, and Google. The code below shows an example that pulls in the consumer price index (CPI) from the FRED. I pull data using quantmod, Quandl, and some manual extractions stored in spreadsheets.

# Consumer Price Index for All Urban Consumers: All Items
if (bRefresh == TRUE) {
  getSymbols("CPIAUCSL", src = "FRED", auto.assign = TRUE)
}
## [1] "CPIAUCSL"
## [1] "CPIAUCSL"
## [1] "USREC"
## [1] "UNRATE"
## [1] "PCEPI"
## [1] "CCSA"
## [1] "CCNSA"
## [1] "NPPTTL"
## [1] "U6RATE"
## [1] "PAYNSA"
## [1] "TABSHNO"
## [1] "HNONWPDPI"
## [1] "INDPRO"
## [1] "RRSFS"
## [1] "RSALES"
## [1] "W875RX1"
## [1] "RPI"
## [1] "PCOPPUSDM"
## [1] "NOBL"
## [1] "SCHD"
## [1] "PFF"
## [1] "HPI"
## [1] "GSFTX"
## [1] "LFMIX"
## [1] "LFMCX"
## [1] "LFMAX"
## [1] "LCSIX"
## [1] "BSV"
## [1] "VBIRX"
## [1] "BIV"
## [1] "VFSUX"
## [1] "LTUIX"
## [1] "PTTPX"
## [1] "NERYX"
## [1] "STIGX"
## [1] "HLGAX"
## [1] "FTRGX"
## [1] "THIIX"
## [1] "PTTRX"
## [1] "BFIGX"
## [1] "VTWO"
## [1] "EIFAX"
## [1] "ASDAX"
## Warning: ASDAX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "TRBUX"
## [1] "PRVIX"
## [1] "PRWCX"
## [1] "ADOZX"
## [1] "MERFX"
## [1] "CMNIX"
## [1] "CIHEX"
## [1] "IMPCH"
## [1] "EXPCH"
## [1] "IMPMX"
## [1] "EXPMX"
## [1] "HSN1FNSA"
## [1] "HNFSUSNSA"
## [1] "BUSLOANS"
## [1] "TOTCI"
## [1] "BUSLOANSNSA"
## [1] "REALLNNSA"
## [1] "REALLN"
## [1] "RELACBW027NBOG"
## [1] "RELACBW027SBOG"
## [1] "RREACBM027NBOG"
## [1] "RREACBM027SBOG"
## [1] "RREACBW027SBOG"
## [1] "RREACBW027NBOG"
## [1] "MORTGAGE30US"
## [1] "CONSUMERNSA"
## [1] "TOTLLNSA"
## [1] "DPSACBW027SBOG"
## [1] "DRCLACBS"
## [1] "TOTCINSA"
## [1] "SRPSABSNNCB"
## [1] "ASTLL"
## [1] "FBDILNECA"
## [1] "ASOLAL"
## [1] "ASTMA"
## [1] "ASHMA"
## [1] "ASMRMA"
## [1] "ASCMA"
## [1] "ASFMA"
## [1] "CCLBSHNO"
## [1] "FBDSILQ027S"
## [1] "FBLL"
## [1] "NCBDBIQ027S"
## [1] "DGS10"
## [1] "^TNX"
## Warning: ^TNX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## Warning: CL=F contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "DGS30"
## [1] "DGS1"
## [1] "DGS2"
## [1] "TB3MS"
## [1] "DTB3"
## [1] "^IRX"
## Warning: ^IRX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "DCOILWTICO"
## [1] "DCOILBRENTEU"
## [1] "NEWORDER"
## [1] "ALTSALES"
## [1] "ICSA"
## [1] "^GSPC"
## [1] "FXAIX"
## [1] "FTIHX"
## [1] "MDIZX"
## [1] "DODIX"
## [1] "^RLG"
## Warning: ^RLG contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "^DJI"
## [1] "^STOXX50E"
## Warning: ^STOXX50E contains missing values. Some functions will not work if
## objects contain missing values in the middle of the series. Consider using
## na.omit(), na.approx(), na.fill(), etc to remove or replace them.
## [1] "EFA"
## [1] "GDP"
## [1] "FNDEFX"
## [1] "FDEFX"
## [1] "GDPNOW"
## [1] "GDPC1"
## [1] "GDPDEF"
## [1] "VIG"
## [1] "WLRRAL"
## [1] "FEDFUNDS"
## [1] "GPDI"
## [1] "W790RC1Q027SBEA"
## [1] "MZMV"
## [1] "M1"
## [1] "M2"
## [1] "OPHNFB"
## [1] "IPMAN"
## [1] "IWD"
## [1] "GS5"
## [1] "PSAVERT"
## [1] "VIXCLS"
## [1] "VXX"
## [1] "HOUST1F"
## [1] "GFDEBTN"
## [1] "HOUST"
## [1] "HOUSTNSA"
## [1] "EXHOSLUSM495S"
## [1] "MSPUS"
## [1] "UMDMNO"
## [1] "DGORDER"
## [1] "CSUSHPINSA"
## [1] "GFDEGDQ188S"
## [1] "FYFSD"
## [1] "FYFSGDA188S"
## [1] "GDX"
## [1] "XLE"
## [1] "GSG"
## [1] "WALCL"
## [1] "OUTMS"
## [1] "MANEMP"
## [1] "PRS30006163"
## [1] "BAMLC0A3CA"
## [1] "AAA"
## [1] "SOFR"
## [1] "SOFRVOL"
## [1] "SOFR99"
## [1] "SOFR75"
## [1] "SOFR25"
## [1] "SOFR1"
## [1] "OBFR"
## [1] "OBFR99"
## [1] "OBFR75"
## [1] "OBFR25"
## [1] "OBFR1"
## [1] "RPONTSYD"
## [1] "IOER"
## [1] "WRESBAL"
## [1] "EXCSRESNW"
## [1] "ECBASSETS"
## [1] "EUNNGDP"
## [1] "CEU0600000007"
## [1] "CURRENCY"
## [1] "WCURRNS"
## [1] "BOGMBASE"
## [1] "PRS88003193"
## [1] "PPIACO"
## [1] "PCUOMFGOMFG"
## [1] "POPTHM"
## [1] "POPTHM"
## [1] "CLF16OV"
## [1] "LNU01000000"
## [1] "LNU03000000"
## [1] "UNEMPLOY"
## [1] "RSAFS"
## [1] "FRGSHPUSM649NCIS"
## [1] "BOPGTB"
## [1] "TERMCBPER24NS"
## [1] "A065RC1A027NBEA"
## [1] "PI"
## [1] "PCE"
## [1] "A053RC1Q027SBEA"
## [1] "CPROFIT"
## [1] "SPY"
## [1] "MDY"
## [1] "EES"
## [1] "IJR"
## [1] "VGSTX"
## [1] "VFINX"
## [1] "VOE"
## [1] "VOT"
## [1] "TMFGX"
## Warning: TMFGX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "IWM"
## [1] "ONEQ"
## [1] "FSMAX"
## [1] "FXNAX"
## [1] "HAINX"
## [1] "HNACX"
## [1] "VEU"
## [1] "VEIRX"
## [1] "BIL"
## [1] "IVOO"
## [1] "VO"
## [1] "CZA"
## [1] "VYM"
## [1] "ACWI"
## [1] "SLY"
## Warning: SLY contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "QQQ"
## [1] "HYMB"
## [1] "GOLD"
## [1] "BKR"
## [1] "SLB"
## [1] "HAL"
## [1] "IP"
## [1] "PKG"
## [1] "UPS"
## [1] "FDX"
## [1] "T"
## [1] "VZ"

Load up the EIA data

Load rig count data

The Baker Hughes rig count numbers

USDA data

Loading in farm data

## Warning in read_fun(path = enc2native(normalizePath(path)), sheet_i = sheet, :
## Expecting numeric in E3 / R3C5: got a date
## New names:
## * `` -> ...1
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * ...
## Warning: NAs introduced by coercion

Loading in Silverblatt’s S&P 500 spreadsheet starting with the quarterly data.

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...5
## * `` -> ...6
## * `` -> ...7

Now load in the estimates

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * `` -> ...6
## * ...

Covid 19 Data

Get the Covid-19 data from JHU

## Rows: 919308 Columns: 15
## -- Column specification ------------------------------------------------------------------------------------------------
## Delimiter: ","
## chr  (8): province, country, type, iso2, iso3, combined_key, continent_name,...
## dbl  (6): lat, long, cases, uid, code3, population
## date (1): date
## 
## i Use `spec()` to retrieve the full column specification for this data.
## i Specify the column types or set `show_col_types = FALSE` to quiet this message.
## Downloading GitHub repo RamiKrispin/coronavirus@master
##   
  
  
   checking for file 'C:\Users\Rainy\AppData\Local\Temp\Rtmp4sTyPG\remotes7898289b781\RamiKrispin-coronavirus-b286a3c/DESCRIPTION' ...
  
v  checking for file 'C:\Users\Rainy\AppData\Local\Temp\Rtmp4sTyPG\remotes7898289b781\RamiKrispin-coronavirus-b286a3c/DESCRIPTION' (554ms)
## 
  
  
  
-  preparing 'coronavirus': (3s)
##    checking DESCRIPTION meta-information ...
  
   checking DESCRIPTION meta-information ... 
  
v  checking DESCRIPTION meta-information
## 
  
  
  
-  checking for LF line-endings in source and make files and shell scripts (435ms)
## 
  
-  checking for empty or unneeded directories
## 
  
  
  
-  building 'coronavirus_0.3.32.tar.gz'
## 
  
   
## 
## Caught an warning!
## <simpleWarning: package 'coronavirus' is in use and will not be installed>
## `summarise()` has grouped output by 'country'. You can override using the
## `.groups` argument.

## Warning: Removed 3 row(s) containing missing values (geom_path).

Feature Extraction

With the raw data downloaded, some of the interesting features can be extracted. The first step is reconcile the time intervals. Some of the data is released monthly and some daily. I chose to interpolate all data to a daily interval. The first section of code adds the daily rows to the dataframe.

The code performs interpolation for continuous data or carries it forward for binary data like the recession indicators.

source("calcInterpolate.r")
df.data <- calcInterpolate(df.symbols)
## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

Truncate data

Create aggregate series

Some analysis requires that two or more series be combined. For example, normallizing debt by GDP to get a sense of the proportion of debt to the total economy helps understand the debt cycle.

Year over year, smoothed derivative, and log trends tend to smooth out seasonal variation. It gets used so often that I do this for every series downloaded.

source("calcFeatures.r")
lst.df <- calcFeatures(df.data, df.symbols)
## [1] "USREC has zero or negative values. Log series will be zero."
## [1] "GSFTX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMIX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMCX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMAX.Volume has zero or negative values. Log series will be zero."
## [1] "LCSIX.Volume has zero or negative values. Log series will be zero."
## [1] "VBIRX.Volume has zero or negative values. Log series will be zero."
## [1] "VFSUX.Volume has zero or negative values. Log series will be zero."
## [1] "LTUIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTPX.Volume has zero or negative values. Log series will be zero."
## [1] "NERYX.Volume has zero or negative values. Log series will be zero."
## [1] "STIGX.Volume has zero or negative values. Log series will be zero."
## [1] "HLGAX.Volume has zero or negative values. Log series will be zero."
## [1] "FTRGX.Volume has zero or negative values. Log series will be zero."
## [1] "THIIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTRX.Volume has zero or negative values. Log series will be zero."
## [1] "BFIGX.Volume has zero or negative values. Log series will be zero."
## [1] "EIFAX.Volume has zero or negative values. Log series will be zero."
## [1] "ASDAX.Volume has zero or negative values. Log series will be zero."
## [1] "TRBUX.Volume has zero or negative values. Log series will be zero."
## [1] "PRVIX.Volume has zero or negative values. Log series will be zero."
## [1] "PRWCX.Volume has zero or negative values. Log series will be zero."
## [1] "ADOZX.Volume has zero or negative values. Log series will be zero."
## [1] "MERFX.Volume has zero or negative values. Log series will be zero."
## [1] "CMNIX.Volume has zero or negative values. Log series will be zero."
## [1] "CIHEX.Volume has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB has zero or negative values. Log series will be zero."
## [1] "TNX.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Open has zero or negative values. Log series will be zero."
## [1] "CLF.Low has zero or negative values. Log series will be zero."
## [1] "CLF.Close has zero or negative values. Log series will be zero."
## [1] "CLF.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Adjusted has zero or negative values. Log series will be zero."
## [1] "DTB3 has zero or negative values. Log series will be zero."
## [1] "IRX.Open has zero or negative values. Log series will be zero."
## [1] "IRX.High has zero or negative values. Log series will be zero."
## [1] "IRX.Low has zero or negative values. Log series will be zero."
## [1] "IRX.Close has zero or negative values. Log series will be zero."
## [1] "IRX.Volume has zero or negative values. Log series will be zero."
## [1] "IRX.Adjusted has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO has zero or negative values. Log series will be zero."
## [1] "FXAIX.Volume has zero or negative values. Log series will be zero."
## [1] "FTIHX.Volume has zero or negative values. Log series will be zero."
## [1] "MDIZX.Volume has zero or negative values. Log series will be zero."
## [1] "DODIX.Volume has zero or negative values. Log series will be zero."
## [1] "RLG.Volume has zero or negative values. Log series will be zero."
## [1] "STOXX50E.Volume has zero or negative values. Log series will be zero."
## [1] "GDPNOW has zero or negative values. Log series will be zero."
## [1] "W790RC1Q027SBEA has zero or negative values. Log series will be zero."
## [1] "VXX.Volume has zero or negative values. Log series will be zero."
## [1] "FYFSD has zero or negative values. Log series will be zero."
## [1] "FYFSGDA188S has zero or negative values. Log series will be zero."
## [1] "SOFR25 has zero or negative values. Log series will be zero."
## [1] "SOFR1 has zero or negative values. Log series will be zero."
## [1] "RPONTSYD has zero or negative values. Log series will be zero."
## [1] "BOPGTB has zero or negative values. Log series will be zero."
## [1] "EES.Volume has zero or negative values. Log series will be zero."
## [1] "VGSTX.Volume has zero or negative values. Log series will be zero."
## [1] "VFINX.Volume has zero or negative values. Log series will be zero."
## [1] "TMFGX.Volume has zero or negative values. Log series will be zero."
## [1] "FSMAX.Volume has zero or negative values. Log series will be zero."
## [1] "FXNAX.Volume has zero or negative values. Log series will be zero."
## [1] "HAINX.Volume has zero or negative values. Log series will be zero."
## [1] "HNACX.Volume has zero or negative values. Log series will be zero."
## [1] "VEIRX.Volume has zero or negative values. Log series will be zero."
## [1] "IVOO.Volume has zero or negative values. Log series will be zero."
## [1] "VO.Volume has zero or negative values. Log series will be zero."
## [1] "CZA.Volume has zero or negative values. Log series will be zero."
## [1] "SLY.Volume has zero or negative values. Log series will be zero."
## [1] "HYMB.Volume has zero or negative values. Log series will be zero."
## [1] "GOLD.Open has zero or negative values. Log series will be zero."
## [1] "GOLD.Volume has zero or negative values. Log series will be zero."
## [1] "BKR.Open has zero or negative values. Log series will be zero."
## [1] "BKR.Volume has zero or negative values. Log series will be zero."
## [1] "HAL.Open has zero or negative values. Log series will be zero."
## [1] "HAL.Volume has zero or negative values. Log series will be zero."
## [1] "IP.Open has zero or negative values. Log series will be zero."
## [1] "T.Open has zero or negative values. Log series will be zero."
## [1] "OPEARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "AREARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "OCCEquityVolume has zero or negative values. Log series will be zero."
## [1] "OCCNonEquityVolume has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA.by.GDP has zero or negative values. Log series will be zero."
## [1] "EXPCH.minus.IMPCH has zero or negative values. Log series will be zero."
## [1] "EXPMX.minus.IMPMX has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB.by.GDP has zero or negative values. Log series will be zero."
## [1] "DGS30TO10 has zero or negative values. Log series will be zero."
## [1] "DGS10TO1 has zero or negative values. Log series will be zero."
## [1] "DGS10TO2 has zero or negative values. Log series will be zero."
## [1] "DGS10TOTB3MS has zero or negative values. Log series will be zero."
## [1] "DGS10TODTB3 has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO.by.PPIACO has zero or negative values. Log series will be zero."
## [1] "GSPC.DailySwing has zero or negative values. Log series will be zero."
df.data <- lst.df[[1]]
df.symbols <- lst.df[[2]]

Recession calculations

Summary calculations

These values are used below

Conclusion

In this worksheet a model predicting the onset of recession was built. From the model a trading rule was derived to allow backtesting. The model performed well and the trading rule backtesting showed that applying this in the post-WWII period would have resulted in an increase in returns. That is not too bad, but there are a few changes that would likely improve the model:

Market Conditions

#The model is predicting a `r paste(sprintf("%3.0f", tail(df.data$recession.initiation.smooth.avg,1)[[1]]*100), "%", sep="")` chance of recession in the next 12 months. :

#- P/E ratio of `r sprintf("%3.2f", tail(df.data$MULTPLSP500PERATIOMONTH,1))` compares to a historical mean value over the last decade of `r sprintf("%3.2f", df.data$MULTPLSP500PERATIOMONTH_Mean[1])`. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.

As of Feb 2020 we have entered a recession as defined by the NBER yet the market continues to rise.

P/E ratio of 25.29 compares to a historical mean value over the last decade of 18.87. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.

  • S&P 500 Volume, last updated on 2024-01-03, is flat over the last year and flat over the last month.

Unemployment

  • Headline unemployment (U-3) stands at 3.70% (last updated on 2023-11-01) which is near the 1-year average of 3.70% and rising with respect to the low in the last twelve months of 3.40%. Unlikely the rate will drop again.

  • Payrolls (BLS data, NSA) year-over-year stands at 0.00% which is above the 1-year average of 1.32% and falling with respect to the peak, in the last twelve months, of 3.68%.

  • Jobless claims (ICSA data) year-over-year stands at -7.23% (last updated on 2024-12-30) which is in-line with the 1-year average of -5.54% and below the peak, in the last twelve months, of 11.87%.
## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Personal Income

  • Real personal income year over year growth stands at 0.00% (last updated on 2023-11-01). This is below the recent peak of 2.34%.

Yield Curve and Bond Market

  • The 10-year to 3-month yield stands at -1.27% (last updated on 2024-01-02). This is above the recent low of -1.28%. The trend is flat over the last year and flat over the last month.
## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

  • Auto sales flat?

Auxillary Series

I explored additional data series. The sections below have those data series along with comments.

Recent Highs

Print out the new 180 day high values

df.symbolsTrue <-
  df.symbols[df.symbols$'Max180' == TRUE, c("string.symbol", "string.description")]
df.symbolsTrue <-
  df.symbolsTrue[!(is.na(df.symbolsTrue$string.symbol)), ]
df.symbolsTrue <-
  df.symbolsTrue[!(df.symbolsTrue$string.symbol == 'USREC'), ]
#print(head(df.symbolsTrue,20))

kable(df.symbolsTrue, caption = "6-Month High") %>%
  kable_styling(bootstrap_options = c("striped", "hover"))  
6-Month High
string.symbol string.description
1 CPIAUCSL Consumer Price Index for All Urban Consumers: All Items
3 UNRATE Civilian Unemployment Rate U-3
4 PCEPI Personal Consumption Expenditures: Chain-type Price Index
6 CCNSA Continued Claims (Insured Unemployment, NSA)
7 NPPTTL Total Nonfarm Private Payroll Employment (ADP)
8 U6RATE Total unemployed + margin + part-time U-6
9 PAYNSA All Employees: Total Nonfarm Payrolls (NSA)
10 TABSHNO Households and nonprofit organizations; total assets, Level
11 HNONWPDPI Household Net Worth, percent Dispsable Income
12 INDPRO Industrial Production Index
13 RRSFS Real Retail and Food Services Sales
14 RSALES Real Retail Sales (DISCONTINUED)
15 W875RX1 Real personal income excluding current transfer receipts
16 RPI Real personal income
17 PCOPPUSDM Global price of Copper
50 IMPCH U.S. Imports of Goods by Customs Basis from China (Monthly, NSA)
51 EXPCH U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
52 IMPMX U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
53 EXPMX U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA)
54 HSN1FNSA New One Family Houses Sold: United States (Monthly, NSA)
55 HNFSUSNSA New One Family Houses for Sale in the United States (Monthly, NSA)
56 BUSLOANS Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
57 TOTCI Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
58 BUSLOANSNSA Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
59 REALLNNSA Real Estate Loans, All Commercial Banks (Monthly, NSA)
60 REALLN Real Estate Loans, All Commercial Banks (Monthly, SA)
61 RELACBW027NBOG Real Estate Loans, All Commercial Banks (Weekly, NSA)
62 RELACBW027SBOG Real Estate Loans, All Commercial Banks (Weekly, SA)
63 RREACBM027NBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
64 RREACBM027SBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
65 RREACBW027SBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
66 RREACBW027NBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
67 MORTGAGE30US 30-Year Fixed Rate Mortgage Average in the United States
68 CONSUMERNSA Consumer Loans, All Commercial Banks
69 TOTLLNSA Loans and Leases in Bank Credit, All Commercial Banks
70 DPSACBW027SBOG Deposits, All Commercial Banks
71 DRCLACBS Delinquency Rate on Consumer Loans, All Commercial Banks, SA
72 TOTCINSA Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
73 SRPSABSNNCB Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
74 ASTLL All sectors; total loans; liability, Level (NSA)
75 FBDILNECA Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
76 ASOLAL All sectors; other loans and advances; liability, Level (NSA)
77 ASTMA All sectors; total mortgages; asset, Level (NSA)
78 ASHMA All sectors; home mortgages; asset, Level (NSA)
79 ASMRMA All sectors; multifamily residential mortgages; asset, Level (NSA)
80 ASCMA All sectors; commercial mortgages; asset, Level (NSA)
81 ASFMA All sectors; farm mortgages; asset, Level (NSA)
82 CCLBSHNO Households and nonprofit organizations; consumer credit; liability, Level (NSA)
83 FBDSILQ027S Domestic financial sectors debt securities; liability, Level (NSA)
84 FBLL Domestic financial sectors loans; liability, Level (NSA)
85 NCBDBIQ027S Nonfinancial corporate business; debt securities; liability, Level
86 DGS10 10-Year Treasury Constant Maturity Rate
89 DGS30 10-Year Treasury Constant Maturity Rate
90 DGS1 1-Year Treasury Constant Maturity Rate
91 DGS2 2-Year Treasury Constant Maturity Rate
92 TB3MS 3-Month Treasury Bill: Secondary Market Rate (Monthly)
93 DTB3 3-Month Treasury Bill: Secondary Market Rate (Daily)
95 DCOILWTICO Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma
96 DCOILBRENTEU Crude Oil Prices: Brent - Europe
97 NEWORDER Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
98 ALTSALES Light Weight Vehicle Sales: Autos and Light Trucks
109 GDP Gross Domestic Product
110 FNDEFX Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
111 FDEFX Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
112 GDPNOW Fed Atlanta GDPNow
113 GDPC1 Real Gross Domestic Product
114 GDPDEF Gross Domestic Product: Implicit Price Deflator
116 WLRRAL Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA)
117 FEDFUNDS Effective Federal Funds Rate
118 GPDI Gross Private Domestic Investment
119 W790RC1Q027SBEA Net domestic investment: Private: Domestic busines
120 MZMV Velocity of MZM Money Stock
121 M1 M1 Money Stock
122 M2 M2 Money Stock
123 OPHNFB Nonfarm Business Sector: Real Output Per Hour of All Persons, SA
124 IPMAN Industrial Production: Manufacturing (NAICS)
126 GS5 5-Year Treasury Constant Maturity Rate
127 PSAVERT Personal Saving Rate
128 VIXCLS CBOE Volatility Index
130 HOUST1F Privately Owned Housing Starts: 1-Unit Structures
131 GFDEBTN Federal Debt: Total Public Debt
132 HOUST Housing Starts: Total: New Privately Owned Housing Units Started, SA
133 HOUSTNSA Housing Starts: Total: New Privately Owned Housing Units Started, NSA
134 EXHOSLUSM495S Existing Home Sales
135 MSPUS Median Sales Price of Houses Sold for the United States (NSA)
136 UMDMNO Manufacturers’ New Orders: Durable Goods (NSA)
137 DGORDER Manufacturers’ New Orders: Durable Goods (SA)
138 CSUSHPINSA S&P/Case-Shiller U.S. National Home Price Index (NSA)
139 GFDEGDQ188S Federal Debt: Total Public Debt as Percent of Gross Domestic Product
140 FYFSD Federal Surplus or Deficit
141 FYFSGDA188S Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
145 WALCL All Federal Reserve Banks: Total Assets
146 OUTMS Manufacturing Sector: Real Output
147 MANEMP All Employees: Manufacturing
148 PRS30006163 Manufacturing Sector: Real Output Per Person
149 BAMLC0A3CA ICE BofAML US Corporate A Option-Adjusted Spread
150 AAA Moody’s Seasoned Aaa Corporate Bond Yield
151 SOFR Secured Overnight Financing Rate
152 SOFRVOL Secured Overnight Financing Volume
153 SOFR99 Secured Overnight Financing Rate: 99th Percentile
154 SOFR75 Secured Overnight Financing Rate: 75th Percentile
155 SOFR25 Secured Overnight Financing Rate: 25th Percentile
156 SOFR1 Secured Overnight Financing Rate: 1st Percentile
157 OBFR Overnight Bank Funding Rate
158 OBFR99 Overnight Bank Funding Rate: 99th Percentile
159 OBFR75 Overnight Bank Funding Rate: 75th Percentile
160 OBFR25 Overnight Bank Funding Rate: 25th Percentile
161 OBFR1 Overnight Bank Funding Rate: 1st Percentile
162 RPONTSYD Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
163 IOER Interest Rate on Excess Reserves
164 WRESBAL Reserve Balances with Federal Reserve Banks
165 EXCSRESNW Excess Reserves of Depository Institutions
166 ECBASSETS Central Bank Assets for Euro Area (11-19 Countries)
167 EUNNGDP Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
168 CEU0600000007 Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
169 CURRENCY Currency Component of M1 (Seasonally Adjusted)
170 WCURRNS Currency Component of M1
171 BOGMBASE Monetary Base; Total
172 PRS88003193 Nonfinancial Corporations Sector: Unit Profits
173 PPIACO Producer Price Index for All Commodities
174 PCUOMFGOMFG Producer Price Index by Industry: Total Manufacturing Industries
175 POPTHM Population (U.S.)
176 POPTHM Population (U.S.)
177 CLF16OV Civilian Labor Force Level, SA
178 LNU01000000 Civilian Labor Force Level, NSA
179 LNU03000000 Unemployment Level (NSA)
180 UNEMPLOY Unemployment Level, seasonally adjusted
181 RSAFS Advance Retail Sales: Retail and Food Services
182 FRGSHPUSM649NCIS Cass Freight Index: Shipments
183 BOPGTB Trade Balance: Goods, Balance of Payments Basis (SA)
184 TERMCBPER24NS Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
185 A065RC1A027NBEA Personal income (NSA)
186 PI Personal income (SA)
187 PCE Personal Consumption Expenditures (SA)
188 A053RC1Q027SBEA National income: Corporate profits before tax (without IVA and CCAdj)
189 CPROFIT Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
226 ISMMANPMI Institute of Supply Managment PMI Composite Index
227 MULTPLSP500PERATIOMONTH S&P 500 TTM P/E
228 MULTPLSP500SALESQUARTER S&P 500 TTM Sales (Not Inflation Adjusted)
229 MULTPLSP500DIVYIELDMONTH S&P 500 Dividend Yield by Month
230 MULTPLSP500DIVMONTH S&P 500 Dividend by Month (Inflation Adjusted)
231 CHRISCMEHG1 Copper Futures, Continuous Contract #1 (HG1) (Front Month)
232 WWDIWLDISAIRGOODMTK1 Air transport, freight
234 PETA103600001M U.S. Total Gasoline Retail Sales by Refiners, Monthly
235 PETA123600001M U.S. Regular Gasoline Retail Sales by Refiners, Monthly
236 PETA143B00001M U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
237 PETA133B00001M U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
238 TOTALOGNRPUSM Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly
239 TOTALPANRPUSM Crude Oil Rotary Rigs in Operation, Monthly
240 TOTALNGNRPUSM Natural Gas Rotary Rigs in Operation, Monthly
241 BKRTotal Total Rig Count
242 BKRGas Gas Rig Count
243 BKROil Oil Rig Count
244 FARMINCOME Net Farm Income
245 OPEARNINGSPERSHARE Operating Earnings per Share
246 AREARNINGSPERSHARE As-Reported Earnings per Share
247 CASHDIVIDENDSPERSHR Cash Dividends per Share
248 SALESPERSHR Sales per Share
249 BOOKVALPERSHR Book value per Share
250 CAPEXPERSHR Cap ex per Share
251 PRICE Price
252 OPEARNINGSTTM TTM Operating Earnings
253 AREARNINGSTTM TTM Reported Earnings
254 FINRAMarginDebt Margin Debt
255 FINRAFreeCreditMargin Free Credit Balances in Customers’ Securities Margin Accounts
256 OCCEquityVolume Equity Options Volume
257 OCCNonEquityVolume Non-Equity Options Volume
258 RSALESAGG Real Retail and Food Services Sales (RRSFS and RSALES)
259 BUSLOANS.minus.BUSLOANSNSA Business Loans (Montlhy) SA - NSA
260 BUSLOANS.minus.BUSLOANSNSA.by.GDP Business Loans (Montlhy) SA - NSA divided by GDP
261 BUSLOANS.by.GDP Business Loans Normalized by GDP
262 BUSLOANS.INTEREST Business Loans (Monthly, SA) Adjusted Interest Burdens
263 BUSLOANS.INTEREST.by.GDP Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP
264 BUSLOANSNSA.by.GDP Business Loans Normalized by GDP
265 TOTCI.by.GDP Business Loans (Weekly, SA) Normalized by GDP
266 TOTCINSA.by.GDP Business Loans (Weekly, NSA) Normalized by GDP
267 TOTCINSA.INTEREST Business Loans (Weekly, NSA) Adjusted Interest Burdens
268 TOTCINSA.INTEREST.by.GDP Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP
269 W875RX1.by.GDP Real Personal Income Normalized by GDP
270 A065RC1A027NBEA.by.GDP Personal Income (NSA) Normalized by GDP
271 PI.by.GDP Personal Income (SA) Normalized by GDP
272 A053RC1Q027SBEA.by.GDP National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
273 CPROFIT.by.GDP National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP
274 CONSUMERNSA.by.GDP Consumer Loans Not Seasonally Adjusted divided by GDP
275 RREACBM027NBOG.by.GDP Residental Real Estate Loans (Monthly, NSA) divided by GDP
276 RREACBM027SBOG.by.GDP Residental Real Estate Loans (Monthly, SA) divided by GDP
277 RREACBW027SBOG.by.GDP Residental Real Estate Loans (Weekly, SA) divided by GDP
278 RREACBW027NBOG.by.GDP Residental Real Estate Loans (Weekly, NSA) divided by GDP
279 UMDMNO.by.GDP Durable Goods (Monthly, NSA) divided by GDP
280 DGORDER.by.GDP Durable Goods (Monthly, NSA) divided by GDP
281 ASHMA.by.GDP Home Mortgages (Quarterly, NSA) divided by GDP
282 ASHMA.INTEREST Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
283 ASHMA.INTEREST.by.GDP Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP
284 CONSUMERNSA.INTEREST Consumer Loans (Not Seasonally Adjusted) Interest Burdens
285 CONSUMERNSA.INTEREST.by.GDP Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
286 TOTLNNSA Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
287 TOTLNNSA.by.GDP Total Loans Not Seasonally Adjusted divided by GDP
288 TOTLNNSA.INTEREST Total Loans Not Seasonally Adjusted Interest Burdens
289 TOTLNNSA.INTEREST.by.GDP Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP
290 WRESBAL.by.GDP Reserve Balances with Federal Reserve Banks Divided by GDP
291 EXCSRESNW.by.GDP Excess Reserves of Depository Institutions Divided by GDP
292 WLRRAL.by.GDP Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP
293 SOFR99.minus.SOFR1 Secured Overnight Financing Rate: 99th Percentile - 1st Percentile
294 EXPCH.minus.IMPCH U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
296 SRPSABSNNCB.by.GDP Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
297 ASTLL.by.GDP All sectors; total loans; liability, Level (NSA) Divided by GDP
298 ASFMA.by.GDP All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
299 ASFMA.by.ASTLL All sectors; total loans Divided by farm mortgages
300 ASFMA.INTEREST Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
301 ASFMA.INTEREST.by.GDP Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP
302 FARMINCOME.by.GDP Farm Income (Annual, NSA) Divided by GDP
303 BOGMBASE.by.GDP BOGMBASE Divided by GDP
304 WALCL.by.GDP All Federal Reserve Banks: Total Assets Divided by GDP
305 ECBASSETS.by.EUNNGDP Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
306 DGS30TO10 Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
307 DGS10TO1 Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
308 DGS10TO2 Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
309 DGS10TOTB3MS Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
310 DGS10TODTB3 Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
311 DGS10ByAAA AAA ratio to 10 year treasury (AAA/DGS10)
312 LNU03000000BYPOPTHM Unemployment level (NSA) / Population
313 UNEMPLOYBYPOPTHM Unemployment level, seasonally adjusted / Population
314 NPPTTLBYPOPTHM ADP Private Employment / Population
315 U6toU3 U6RATE minums UNRATE
316 CHRISCMEHG1.by.PPIACO Copper, $/lb, Normalized by commodities producer price index
317 CHRISCMEHG1.by.CPIAUCSL Copper, $/lb, Normalized by consumer price index
318 DCOILBRENTEU.by.PPIACO Crude Oil - Brent, $/bbl, Normalized by producer price index c.o.
319 DCOILWTICO.by.PPIACO Crude Oil - WTI, $/bbl, Normalized by producer price index c.o.
320 LBMAGOLD.USD_PM.by.PPIACO Gold, USD PM/Troy Ounce, Normalized by commodities producer price index
321 LBMAGOLD.USD_PM.by.CPIAUCSL Gold, USD/Troy OUnce, Normalized by consumer price index
322 LBMAGOLD.USD_PM.by.GDP Gold, USD/Troy OUnce, Normalized by GDP
323 GDP.by.GDPDEF Nominal GDP Normalized by GDP def
324 GSG.Close.by.GDPDEF GSCI Commodity-Indexed Trust, Normalized by GDP def
325 GSG.Close.by.GSPC.Close GSCI Commodity-Indexed Trust, Normalized by S&P 500
326 GDPBYPOPTHM GDP/Population
327 GDPBYCPIAUCSL GDP divided by CPI
328 GDPBYCPIAUCSLBYPOPTHM GDP divided by CPI/Population
329 GSPC.CloseBYMDY.Close GSPC by MDY
330 QQQ.CloseBYMDY.Close QQQ by MDY
331 GSPC.DailySwing S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
332 GSPC.Open.by.GDPDEF S&P 500 (^GSPC) Open divided by GDP deflator
333 GSPC.Close.by.GDPDEF S&P 500 (^GSPC) Close divided by GDP deflator
334 HNFSUSNSA.minus.HSN1FNSA Houses for sale - houses sold
335 MSPUS.times.HOUST New privately owned units start times median price
336 HOUST.div.POPTHM Housing starts divided by U.S. population
337 MSPUS.times.HNFSUSNSA New privately owned 1-family units for sale times median price
338 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S Median home price times new and existing houses sold
339 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S.by.GDP New and existing home sales volume
345 CPIAUCSL_SmoothDer Derivative of Smoothed Consumer Price Index for All Urban Consumers: All Items
346 CPIAUCSL_Log Log of Consumer Price Index for All Urban Consumers: All Items
347 CPIAUCSL_mva365 Consumer Price Index for All Urban Consumers: All Items 365 Day MA
348 CPIAUCSL_mva200 Consumer Price Index for All Urban Consumers: All Items 200 Day MA
349 CPIAUCSL_mva050 Consumer Price Index for All Urban Consumers: All Items 50 Day MA
350 USREC_YoY NBER based Recession Indicators Year over Year
351 USREC_YoY4 NBER based Recession Indicators 4 Year over 4 Year
352 USREC_YoY5 NBER based Recession Indicators 5 Year over 5 Year
353 USREC_Smooth Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators
354 USREC_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators
355 USREC_SmoothDer Derivative of Smoothed NBER based Recession Indicators
356 USREC_Log Log of NBER based Recession Indicators
357 USREC_mva365 NBER based Recession Indicators 365 Day MA
358 USREC_mva200 NBER based Recession Indicators 200 Day MA
359 USREC_mva050 NBER based Recession Indicators 50 Day MA
361 UNRATE_YoY4 Civilian Unemployment Rate U-3 4 Year over 4 Year
362 UNRATE_YoY5 Civilian Unemployment Rate U-3 5 Year over 5 Year
366 UNRATE_Log Log of Civilian Unemployment Rate U-3
368 UNRATE_mva200 Civilian Unemployment Rate U-3 200 Day MA
369 UNRATE_mva050 Civilian Unemployment Rate U-3 50 Day MA
375 PCEPI_SmoothDer Derivative of Smoothed Personal Consumption Expenditures: Chain-type Price Index
376 PCEPI_Log Log of Personal Consumption Expenditures: Chain-type Price Index
378 PCEPI_mva200 Personal Consumption Expenditures: Chain-type Price Index 200 Day MA
379 PCEPI_mva050 Personal Consumption Expenditures: Chain-type Price Index 50 Day MA
385 CCSA_SmoothDer Derivative of Smoothed Continued Claims (Insured Unemployment)
393 CCNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Continued Claims (Insured Unemployment, NSA)
395 CCNSA_SmoothDer Derivative of Smoothed Continued Claims (Insured Unemployment, NSA)
396 CCNSA_Log Log of Continued Claims (Insured Unemployment, NSA)
397 CCNSA_mva365 Continued Claims (Insured Unemployment, NSA) 365 Day MA
398 CCNSA_mva200 Continued Claims (Insured Unemployment, NSA) 200 Day MA
399 CCNSA_mva050 Continued Claims (Insured Unemployment, NSA) 50 Day MA
400 NPPTTL_YoY Total Nonfarm Private Payroll Employment (ADP) Year over Year
406 NPPTTL_Log Log of Total Nonfarm Private Payroll Employment (ADP)
407 NPPTTL_mva365 Total Nonfarm Private Payroll Employment (ADP) 365 Day MA
408 NPPTTL_mva200 Total Nonfarm Private Payroll Employment (ADP) 200 Day MA
409 NPPTTL_mva050 Total Nonfarm Private Payroll Employment (ADP) 50 Day MA
411 U6RATE_YoY4 Total unemployed + margin + part-time U-6 4 Year over 4 Year
416 U6RATE_Log Log of Total unemployed + margin + part-time U-6
418 U6RATE_mva200 Total unemployed + margin + part-time U-6 200 Day MA
419 U6RATE_mva050 Total unemployed + margin + part-time U-6 50 Day MA
422 PAYNSA_YoY5 All Employees: Total Nonfarm Payrolls (NSA) 5 Year over 5 Year
425 PAYNSA_SmoothDer Derivative of Smoothed All Employees: Total Nonfarm Payrolls (NSA)
426 PAYNSA_Log Log of All Employees: Total Nonfarm Payrolls (NSA)
427 PAYNSA_mva365 All Employees: Total Nonfarm Payrolls (NSA) 365 Day MA
428 PAYNSA_mva200 All Employees: Total Nonfarm Payrolls (NSA) 200 Day MA
429 PAYNSA_mva050 All Employees: Total Nonfarm Payrolls (NSA) 50 Day MA
430 TABSHNO_YoY Households and nonprofit organizations; total assets, Level Year over Year
432 TABSHNO_YoY5 Households and nonprofit organizations; total assets, Level 5 Year over 5 Year
436 TABSHNO_Log Log of Households and nonprofit organizations; total assets, Level
437 TABSHNO_mva365 Households and nonprofit organizations; total assets, Level 365 Day MA
438 TABSHNO_mva200 Households and nonprofit organizations; total assets, Level 200 Day MA
439 TABSHNO_mva050 Households and nonprofit organizations; total assets, Level 50 Day MA
440 HNONWPDPI_YoY Household Net Worth, percent Dispsable Income Year over Year
441 HNONWPDPI_YoY4 Household Net Worth, percent Dispsable Income 4 Year over 4 Year
442 HNONWPDPI_YoY5 Household Net Worth, percent Dispsable Income 5 Year over 5 Year
446 HNONWPDPI_Log Log of Household Net Worth, percent Dispsable Income
447 HNONWPDPI_mva365 Household Net Worth, percent Dispsable Income 365 Day MA
448 HNONWPDPI_mva200 Household Net Worth, percent Dispsable Income 200 Day MA
449 HNONWPDPI_mva050 Household Net Worth, percent Dispsable Income 50 Day MA
452 INDPRO_YoY5 Industrial Production Index 5 Year over 5 Year
456 INDPRO_Log Log of Industrial Production Index
458 INDPRO_mva200 Industrial Production Index 200 Day MA
459 INDPRO_mva050 Industrial Production Index 50 Day MA
465 RRSFS_SmoothDer Derivative of Smoothed Real Retail and Food Services Sales
466 RRSFS_Log Log of Real Retail and Food Services Sales
467 RRSFS_mva365 Real Retail and Food Services Sales 365 Day MA
468 RRSFS_mva200 Real Retail and Food Services Sales 200 Day MA
469 RRSFS_mva050 Real Retail and Food Services Sales 50 Day MA
470 RSALES_YoY Real Retail Sales (DISCONTINUED) Year over Year
471 RSALES_YoY4 Real Retail Sales (DISCONTINUED) 4 Year over 4 Year
472 RSALES_YoY5 Real Retail Sales (DISCONTINUED) 5 Year over 5 Year
476 RSALES_Log Log of Real Retail Sales (DISCONTINUED)
477 RSALES_mva365 Real Retail Sales (DISCONTINUED) 365 Day MA
478 RSALES_mva200 Real Retail Sales (DISCONTINUED) 200 Day MA
479 RSALES_mva050 Real Retail Sales (DISCONTINUED) 50 Day MA
485 W875RX1_SmoothDer Derivative of Smoothed Real personal income excluding current transfer receipts
486 W875RX1_Log Log of Real personal income excluding current transfer receipts
487 W875RX1_mva365 Real personal income excluding current transfer receipts 365 Day MA
488 W875RX1_mva200 Real personal income excluding current transfer receipts 200 Day MA
489 W875RX1_mva050 Real personal income excluding current transfer receipts 50 Day MA
495 RPI_SmoothDer Derivative of Smoothed Real personal income
496 RPI_Log Log of Real personal income
497 RPI_mva365 Real personal income 365 Day MA
498 RPI_mva200 Real personal income 200 Day MA
499 RPI_mva050 Real personal income 50 Day MA
506 PCOPPUSDM_Log Log of Global price of Copper
508 PCOPPUSDM_mva200 Global price of Copper 200 Day MA
509 PCOPPUSDM_mva050 Global price of Copper 50 Day MA
513 NOBL.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
516 NOBL.Open_Log Log of
519 NOBL.Open_mva050 50 Day MA
526 NOBL.High_Log Log of
529 NOBL.High_mva050 50 Day MA
536 NOBL.Low_Log Log of
539 NOBL.Low_mva050 50 Day MA
546 NOBL.Close_Log Log of
549 NOBL.Close_mva050 50 Day MA
555 NOBL.Volume_SmoothDer Derivative of Smoothed
556 NOBL.Volume_Log Log of
559 NOBL.Volume_mva050 50 Day MA
566 NOBL.Adjusted_Log Log of
569 NOBL.Adjusted_mva050 50 Day MA
573 SCHD.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
576 SCHD.Open_Log Log of
577 SCHD.Open_mva365 365 Day MA
578 SCHD.Open_mva200 200 Day MA
579 SCHD.Open_mva050 50 Day MA
586 SCHD.High_Log Log of
589 SCHD.High_mva050 50 Day MA
593 SCHD.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
596 SCHD.Low_Log Log of
597 SCHD.Low_mva365 365 Day MA
598 SCHD.Low_mva200 200 Day MA
599 SCHD.Low_mva050 50 Day MA
606 SCHD.Close_Log Log of
609 SCHD.Close_mva050 50 Day MA
615 SCHD.Volume_SmoothDer Derivative of Smoothed
616 SCHD.Volume_Log Log of
619 SCHD.Volume_mva050 50 Day MA
626 SCHD.Adjusted_Log Log of
629 SCHD.Adjusted_mva050 50 Day MA
636 PFF.Open_Log Log of
639 PFF.Open_mva050 50 Day MA
643 PFF.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
646 PFF.High_Log Log of
649 PFF.High_mva050 50 Day MA
656 PFF.Low_Log Log of
659 PFF.Low_mva050 50 Day MA
663 PFF.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
666 PFF.Close_Log Log of
669 PFF.Close_mva050 50 Day MA
673 PFF.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
675 PFF.Volume_SmoothDer Derivative of Smoothed
676 PFF.Volume_Log Log of
677 PFF.Volume_mva365 365 Day MA
678 PFF.Volume_mva200 200 Day MA
679 PFF.Volume_mva050 50 Day MA
683 PFF.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
686 PFF.Adjusted_Log Log of
689 PFF.Adjusted_mva050 50 Day MA
693 HPI.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
696 HPI.Open_Log Log of
697 HPI.Open_mva365 365 Day MA
699 HPI.Open_mva050 50 Day MA
706 HPI.High_Log Log of
709 HPI.High_mva050 50 Day MA
713 HPI.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
716 HPI.Low_Log Log of
717 HPI.Low_mva365 365 Day MA
718 HPI.Low_mva200 200 Day MA
719 HPI.Low_mva050 50 Day MA
726 HPI.Close_Log Log of
729 HPI.Close_mva050 50 Day MA
735 HPI.Volume_SmoothDer Derivative of Smoothed
736 HPI.Volume_Log Log of
739 HPI.Volume_mva050 50 Day MA
746 HPI.Adjusted_Log Log of
749 HPI.Adjusted_mva050 50 Day MA
756 GSFTX.Open_Log Log of
759 GSFTX.Open_mva050 50 Day MA
766 GSFTX.High_Log Log of
769 GSFTX.High_mva050 50 Day MA
776 GSFTX.Low_Log Log of
779 GSFTX.Low_mva050 50 Day MA
786 GSFTX.Close_Log Log of
789 GSFTX.Close_mva050 50 Day MA
790 GSFTX.Volume_YoY Year over Year
791 GSFTX.Volume_YoY4 4 Year over 4 Year
792 GSFTX.Volume_YoY5 5 Year over 5 Year
793 GSFTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
794 GSFTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
795 GSFTX.Volume_SmoothDer Derivative of Smoothed
796 GSFTX.Volume_Log Log of
797 GSFTX.Volume_mva365 365 Day MA
798 GSFTX.Volume_mva200 200 Day MA
799 GSFTX.Volume_mva050 50 Day MA
806 GSFTX.Adjusted_Log Log of
809 GSFTX.Adjusted_mva050 50 Day MA
816 LFMIX.Open_Log Log of
819 LFMIX.Open_mva050 50 Day MA
826 LFMIX.High_Log Log of
829 LFMIX.High_mva050 50 Day MA
836 LFMIX.Low_Log Log of
839 LFMIX.Low_mva050 50 Day MA
846 LFMIX.Close_Log Log of
849 LFMIX.Close_mva050 50 Day MA
850 LFMIX.Volume_YoY Year over Year
851 LFMIX.Volume_YoY4 4 Year over 4 Year
852 LFMIX.Volume_YoY5 5 Year over 5 Year
853 LFMIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
854 LFMIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
855 LFMIX.Volume_SmoothDer Derivative of Smoothed
856 LFMIX.Volume_Log Log of
857 LFMIX.Volume_mva365 365 Day MA
858 LFMIX.Volume_mva200 200 Day MA
859 LFMIX.Volume_mva050 50 Day MA
866 LFMIX.Adjusted_Log Log of
869 LFMIX.Adjusted_mva050 50 Day MA
870 LFMCX.Open_YoY Year over Year
876 LFMCX.Open_Log Log of
879 LFMCX.Open_mva050 50 Day MA
880 LFMCX.High_YoY Year over Year
886 LFMCX.High_Log Log of
889 LFMCX.High_mva050 50 Day MA
890 LFMCX.Low_YoY Year over Year
896 LFMCX.Low_Log Log of
899 LFMCX.Low_mva050 50 Day MA
900 LFMCX.Close_YoY Year over Year
906 LFMCX.Close_Log Log of
909 LFMCX.Close_mva050 50 Day MA
910 LFMCX.Volume_YoY Year over Year
911 LFMCX.Volume_YoY4 4 Year over 4 Year
912 LFMCX.Volume_YoY5 5 Year over 5 Year
913 LFMCX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
914 LFMCX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
915 LFMCX.Volume_SmoothDer Derivative of Smoothed
916 LFMCX.Volume_Log Log of
917 LFMCX.Volume_mva365 365 Day MA
918 LFMCX.Volume_mva200 200 Day MA
919 LFMCX.Volume_mva050 50 Day MA
920 LFMCX.Adjusted_YoY Year over Year
926 LFMCX.Adjusted_Log Log of
929 LFMCX.Adjusted_mva050 50 Day MA
936 LFMAX.Open_Log Log of
939 LFMAX.Open_mva050 50 Day MA
946 LFMAX.High_Log Log of
949 LFMAX.High_mva050 50 Day MA
956 LFMAX.Low_Log Log of
959 LFMAX.Low_mva050 50 Day MA
966 LFMAX.Close_Log Log of
969 LFMAX.Close_mva050 50 Day MA
970 LFMAX.Volume_YoY Year over Year
971 LFMAX.Volume_YoY4 4 Year over 4 Year
972 LFMAX.Volume_YoY5 5 Year over 5 Year
973 LFMAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
974 LFMAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
975 LFMAX.Volume_SmoothDer Derivative of Smoothed
976 LFMAX.Volume_Log Log of
977 LFMAX.Volume_mva365 365 Day MA
978 LFMAX.Volume_mva200 200 Day MA
979 LFMAX.Volume_mva050 50 Day MA
986 LFMAX.Adjusted_Log Log of
989 LFMAX.Adjusted_mva050 50 Day MA
993 LCSIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
996 LCSIX.Open_Log Log of
999 LCSIX.Open_mva050 50 Day MA
1003 LCSIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1006 LCSIX.High_Log Log of
1009 LCSIX.High_mva050 50 Day MA
1013 LCSIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1016 LCSIX.Low_Log Log of
1019 LCSIX.Low_mva050 50 Day MA
1023 LCSIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1026 LCSIX.Close_Log Log of
1029 LCSIX.Close_mva050 50 Day MA
1030 LCSIX.Volume_YoY Year over Year
1031 LCSIX.Volume_YoY4 4 Year over 4 Year
1032 LCSIX.Volume_YoY5 5 Year over 5 Year
1033 LCSIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1034 LCSIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1035 LCSIX.Volume_SmoothDer Derivative of Smoothed
1036 LCSIX.Volume_Log Log of
1037 LCSIX.Volume_mva365 365 Day MA
1038 LCSIX.Volume_mva200 200 Day MA
1039 LCSIX.Volume_mva050 50 Day MA
1043 LCSIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1046 LCSIX.Adjusted_Log Log of
1049 LCSIX.Adjusted_mva050 50 Day MA
1055 BSV.Open_SmoothDer Derivative of Smoothed
1056 BSV.Open_Log Log of
1059 BSV.Open_mva050 50 Day MA
1065 BSV.High_SmoothDer Derivative of Smoothed
1066 BSV.High_Log Log of
1069 BSV.High_mva050 50 Day MA
1075 BSV.Low_SmoothDer Derivative of Smoothed
1076 BSV.Low_Log Log of
1079 BSV.Low_mva050 50 Day MA
1085 BSV.Close_SmoothDer Derivative of Smoothed
1086 BSV.Close_Log Log of
1089 BSV.Close_mva050 50 Day MA
1095 BSV.Volume_SmoothDer Derivative of Smoothed
1096 BSV.Volume_Log Log of
1099 BSV.Volume_mva050 50 Day MA
1105 BSV.Adjusted_SmoothDer Derivative of Smoothed
1106 BSV.Adjusted_Log Log of
1109 BSV.Adjusted_mva050 50 Day MA
1115 VBIRX.Open_SmoothDer Derivative of Smoothed
1116 VBIRX.Open_Log Log of
1119 VBIRX.Open_mva050 50 Day MA
1125 VBIRX.High_SmoothDer Derivative of Smoothed
1126 VBIRX.High_Log Log of
1129 VBIRX.High_mva050 50 Day MA
1135 VBIRX.Low_SmoothDer Derivative of Smoothed
1136 VBIRX.Low_Log Log of
1139 VBIRX.Low_mva050 50 Day MA
1145 VBIRX.Close_SmoothDer Derivative of Smoothed
1146 VBIRX.Close_Log Log of
1149 VBIRX.Close_mva050 50 Day MA
1150 VBIRX.Volume_YoY Year over Year
1151 VBIRX.Volume_YoY4 4 Year over 4 Year
1152 VBIRX.Volume_YoY5 5 Year over 5 Year
1153 VBIRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1154 VBIRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1155 VBIRX.Volume_SmoothDer Derivative of Smoothed
1156 VBIRX.Volume_Log Log of
1157 VBIRX.Volume_mva365 365 Day MA
1158 VBIRX.Volume_mva200 200 Day MA
1159 VBIRX.Volume_mva050 50 Day MA
1165 VBIRX.Adjusted_SmoothDer Derivative of Smoothed
1166 VBIRX.Adjusted_Log Log of
1169 VBIRX.Adjusted_mva050 50 Day MA
1176 BIV.Open_Log Log of
1179 BIV.Open_mva050 50 Day MA
1186 BIV.High_Log Log of
1189 BIV.High_mva050 50 Day MA
1196 BIV.Low_Log Log of
1199 BIV.Low_mva050 50 Day MA
1203 BIV.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1206 BIV.Close_Log Log of
1209 BIV.Close_mva050 50 Day MA
1213 BIV.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1215 BIV.Volume_SmoothDer Derivative of Smoothed
1216 BIV.Volume_Log Log of
1217 BIV.Volume_mva365 365 Day MA
1218 BIV.Volume_mva200 200 Day MA
1219 BIV.Volume_mva050 50 Day MA
1223 BIV.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1226 BIV.Adjusted_Log Log of
1229 BIV.Adjusted_mva050 50 Day MA
1235 VFSUX.Open_SmoothDer Derivative of Smoothed
1236 VFSUX.Open_Log Log of
1239 VFSUX.Open_mva050 50 Day MA
1245 VFSUX.High_SmoothDer Derivative of Smoothed
1246 VFSUX.High_Log Log of
1249 VFSUX.High_mva050 50 Day MA
1255 VFSUX.Low_SmoothDer Derivative of Smoothed
1256 VFSUX.Low_Log Log of
1259 VFSUX.Low_mva050 50 Day MA
1265 VFSUX.Close_SmoothDer Derivative of Smoothed
1266 VFSUX.Close_Log Log of
1269 VFSUX.Close_mva050 50 Day MA
1270 VFSUX.Volume_YoY Year over Year
1271 VFSUX.Volume_YoY4 4 Year over 4 Year
1272 VFSUX.Volume_YoY5 5 Year over 5 Year
1273 VFSUX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1274 VFSUX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1275 VFSUX.Volume_SmoothDer Derivative of Smoothed
1276 VFSUX.Volume_Log Log of
1277 VFSUX.Volume_mva365 365 Day MA
1278 VFSUX.Volume_mva200 200 Day MA
1279 VFSUX.Volume_mva050 50 Day MA
1285 VFSUX.Adjusted_SmoothDer Derivative of Smoothed
1286 VFSUX.Adjusted_Log Log of
1289 VFSUX.Adjusted_mva050 50 Day MA
1293 LTUIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1296 LTUIX.Open_Log Log of
1299 LTUIX.Open_mva050 50 Day MA
1303 LTUIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1306 LTUIX.High_Log Log of
1309 LTUIX.High_mva050 50 Day MA
1313 LTUIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1316 LTUIX.Low_Log Log of
1319 LTUIX.Low_mva050 50 Day MA
1323 LTUIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1326 LTUIX.Close_Log Log of
1329 LTUIX.Close_mva050 50 Day MA
1330 LTUIX.Volume_YoY Year over Year
1331 LTUIX.Volume_YoY4 4 Year over 4 Year
1332 LTUIX.Volume_YoY5 5 Year over 5 Year
1333 LTUIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1334 LTUIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1335 LTUIX.Volume_SmoothDer Derivative of Smoothed
1336 LTUIX.Volume_Log Log of
1337 LTUIX.Volume_mva365 365 Day MA
1338 LTUIX.Volume_mva200 200 Day MA
1339 LTUIX.Volume_mva050 50 Day MA
1343 LTUIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1346 LTUIX.Adjusted_Log Log of
1349 LTUIX.Adjusted_mva050 50 Day MA
1353 PTTPX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1356 PTTPX.Open_Log Log of
1359 PTTPX.Open_mva050 50 Day MA
1363 PTTPX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1366 PTTPX.High_Log Log of
1369 PTTPX.High_mva050 50 Day MA
1373 PTTPX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1376 PTTPX.Low_Log Log of
1379 PTTPX.Low_mva050 50 Day MA
1383 PTTPX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1386 PTTPX.Close_Log Log of
1389 PTTPX.Close_mva050 50 Day MA
1390 PTTPX.Volume_YoY Year over Year
1391 PTTPX.Volume_YoY4 4 Year over 4 Year
1392 PTTPX.Volume_YoY5 5 Year over 5 Year
1393 PTTPX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1394 PTTPX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1395 PTTPX.Volume_SmoothDer Derivative of Smoothed
1396 PTTPX.Volume_Log Log of
1397 PTTPX.Volume_mva365 365 Day MA
1398 PTTPX.Volume_mva200 200 Day MA
1399 PTTPX.Volume_mva050 50 Day MA
1403 PTTPX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1406 PTTPX.Adjusted_Log Log of
1409 PTTPX.Adjusted_mva050 50 Day MA
1413 NERYX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1416 NERYX.Open_Log Log of
1419 NERYX.Open_mva050 50 Day MA
1423 NERYX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1426 NERYX.High_Log Log of
1429 NERYX.High_mva050 50 Day MA
1433 NERYX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1436 NERYX.Low_Log Log of
1439 NERYX.Low_mva050 50 Day MA
1443 NERYX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1446 NERYX.Close_Log Log of
1449 NERYX.Close_mva050 50 Day MA
1450 NERYX.Volume_YoY Year over Year
1451 NERYX.Volume_YoY4 4 Year over 4 Year
1452 NERYX.Volume_YoY5 5 Year over 5 Year
1453 NERYX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1454 NERYX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1455 NERYX.Volume_SmoothDer Derivative of Smoothed
1456 NERYX.Volume_Log Log of
1457 NERYX.Volume_mva365 365 Day MA
1458 NERYX.Volume_mva200 200 Day MA
1459 NERYX.Volume_mva050 50 Day MA
1463 NERYX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1466 NERYX.Adjusted_Log Log of
1469 NERYX.Adjusted_mva050 50 Day MA
1471 STIGX.Open_YoY4 4 Year over 4 Year
1473 STIGX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1476 STIGX.Open_Log Log of
1479 STIGX.Open_mva050 50 Day MA
1481 STIGX.High_YoY4 4 Year over 4 Year
1483 STIGX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1486 STIGX.High_Log Log of
1489 STIGX.High_mva050 50 Day MA
1491 STIGX.Low_YoY4 4 Year over 4 Year
1493 STIGX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1496 STIGX.Low_Log Log of
1499 STIGX.Low_mva050 50 Day MA
1501 STIGX.Close_YoY4 4 Year over 4 Year
1503 STIGX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1506 STIGX.Close_Log Log of
1509 STIGX.Close_mva050 50 Day MA
1510 STIGX.Volume_YoY Year over Year
1511 STIGX.Volume_YoY4 4 Year over 4 Year
1512 STIGX.Volume_YoY5 5 Year over 5 Year
1513 STIGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1514 STIGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1515 STIGX.Volume_SmoothDer Derivative of Smoothed
1516 STIGX.Volume_Log Log of
1517 STIGX.Volume_mva365 365 Day MA
1518 STIGX.Volume_mva200 200 Day MA
1519 STIGX.Volume_mva050 50 Day MA
1523 STIGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1526 STIGX.Adjusted_Log Log of
1529 STIGX.Adjusted_mva050 50 Day MA
1533 HLGAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1536 HLGAX.Open_Log Log of
1539 HLGAX.Open_mva050 50 Day MA
1543 HLGAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1546 HLGAX.High_Log Log of
1549 HLGAX.High_mva050 50 Day MA
1553 HLGAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1556 HLGAX.Low_Log Log of
1559 HLGAX.Low_mva050 50 Day MA
1563 HLGAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1566 HLGAX.Close_Log Log of
1569 HLGAX.Close_mva050 50 Day MA
1570 HLGAX.Volume_YoY Year over Year
1571 HLGAX.Volume_YoY4 4 Year over 4 Year
1572 HLGAX.Volume_YoY5 5 Year over 5 Year
1573 HLGAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1574 HLGAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1575 HLGAX.Volume_SmoothDer Derivative of Smoothed
1576 HLGAX.Volume_Log Log of
1577 HLGAX.Volume_mva365 365 Day MA
1578 HLGAX.Volume_mva200 200 Day MA
1579 HLGAX.Volume_mva050 50 Day MA
1583 HLGAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1586 HLGAX.Adjusted_Log Log of
1589 HLGAX.Adjusted_mva050 50 Day MA
1593 FTRGX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1596 FTRGX.Open_Log Log of
1599 FTRGX.Open_mva050 50 Day MA
1603 FTRGX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1606 FTRGX.High_Log Log of
1609 FTRGX.High_mva050 50 Day MA
1613 FTRGX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1616 FTRGX.Low_Log Log of
1619 FTRGX.Low_mva050 50 Day MA
1623 FTRGX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1626 FTRGX.Close_Log Log of
1629 FTRGX.Close_mva050 50 Day MA
1630 FTRGX.Volume_YoY Year over Year
1631 FTRGX.Volume_YoY4 4 Year over 4 Year
1632 FTRGX.Volume_YoY5 5 Year over 5 Year
1633 FTRGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1634 FTRGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1635 FTRGX.Volume_SmoothDer Derivative of Smoothed
1636 FTRGX.Volume_Log Log of
1637 FTRGX.Volume_mva365 365 Day MA
1638 FTRGX.Volume_mva200 200 Day MA
1639 FTRGX.Volume_mva050 50 Day MA
1643 FTRGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1646 FTRGX.Adjusted_Log Log of
1649 FTRGX.Adjusted_mva050 50 Day MA
1656 THIIX.Open_Log Log of
1659 THIIX.Open_mva050 50 Day MA
1666 THIIX.High_Log Log of
1669 THIIX.High_mva050 50 Day MA
1676 THIIX.Low_Log Log of
1679 THIIX.Low_mva050 50 Day MA
1686 THIIX.Close_Log Log of
1689 THIIX.Close_mva050 50 Day MA
1690 THIIX.Volume_YoY Year over Year
1691 THIIX.Volume_YoY4 4 Year over 4 Year
1692 THIIX.Volume_YoY5 5 Year over 5 Year
1693 THIIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1694 THIIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1695 THIIX.Volume_SmoothDer Derivative of Smoothed
1696 THIIX.Volume_Log Log of
1697 THIIX.Volume_mva365 365 Day MA
1698 THIIX.Volume_mva200 200 Day MA
1699 THIIX.Volume_mva050 50 Day MA
1706 THIIX.Adjusted_Log Log of
1709 THIIX.Adjusted_mva050 50 Day MA
1713 PTTRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1716 PTTRX.Open_Log Log of
1719 PTTRX.Open_mva050 50 Day MA
1723 PTTRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1726 PTTRX.High_Log Log of
1729 PTTRX.High_mva050 50 Day MA
1733 PTTRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1736 PTTRX.Low_Log Log of
1739 PTTRX.Low_mva050 50 Day MA
1743 PTTRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1746 PTTRX.Close_Log Log of
1749 PTTRX.Close_mva050 50 Day MA
1750 PTTRX.Volume_YoY Year over Year
1751 PTTRX.Volume_YoY4 4 Year over 4 Year
1752 PTTRX.Volume_YoY5 5 Year over 5 Year
1753 PTTRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1754 PTTRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1755 PTTRX.Volume_SmoothDer Derivative of Smoothed
1756 PTTRX.Volume_Log Log of
1757 PTTRX.Volume_mva365 365 Day MA
1758 PTTRX.Volume_mva200 200 Day MA
1759 PTTRX.Volume_mva050 50 Day MA
1763 PTTRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1766 PTTRX.Adjusted_Log Log of
1769 PTTRX.Adjusted_mva050 50 Day MA
1773 BFIGX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1776 BFIGX.Open_Log Log of
1778 BFIGX.Open_mva200 200 Day MA
1779 BFIGX.Open_mva050 50 Day MA
1783 BFIGX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1786 BFIGX.High_Log Log of
1788 BFIGX.High_mva200 200 Day MA
1789 BFIGX.High_mva050 50 Day MA
1793 BFIGX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1796 BFIGX.Low_Log Log of
1798 BFIGX.Low_mva200 200 Day MA
1799 BFIGX.Low_mva050 50 Day MA
1803 BFIGX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1806 BFIGX.Close_Log Log of
1808 BFIGX.Close_mva200 200 Day MA
1809 BFIGX.Close_mva050 50 Day MA
1810 BFIGX.Volume_YoY Year over Year
1811 BFIGX.Volume_YoY4 4 Year over 4 Year
1812 BFIGX.Volume_YoY5 5 Year over 5 Year
1813 BFIGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1814 BFIGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1815 BFIGX.Volume_SmoothDer Derivative of Smoothed
1816 BFIGX.Volume_Log Log of
1817 BFIGX.Volume_mva365 365 Day MA
1818 BFIGX.Volume_mva200 200 Day MA
1819 BFIGX.Volume_mva050 50 Day MA
1823 BFIGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1826 BFIGX.Adjusted_Log Log of
1828 BFIGX.Adjusted_mva200 200 Day MA
1829 BFIGX.Adjusted_mva050 50 Day MA
1836 VTWO.Open_Log Log of
1839 VTWO.Open_mva050 50 Day MA
1846 VTWO.High_Log Log of
1849 VTWO.High_mva050 50 Day MA
1856 VTWO.Low_Log Log of
1859 VTWO.Low_mva050 50 Day MA
1866 VTWO.Close_Log Log of
1869 VTWO.Close_mva050 50 Day MA
1873 VTWO.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1875 VTWO.Volume_SmoothDer Derivative of Smoothed
1876 VTWO.Volume_Log Log of
1878 VTWO.Volume_mva200 200 Day MA
1879 VTWO.Volume_mva050 50 Day MA
1886 VTWO.Adjusted_Log Log of
1889 VTWO.Adjusted_mva050 50 Day MA
1896 EIFAX.Open_Log Log of
1899 EIFAX.Open_mva050 50 Day MA
1906 EIFAX.High_Log Log of
1909 EIFAX.High_mva050 50 Day MA
1916 EIFAX.Low_Log Log of
1919 EIFAX.Low_mva050 50 Day MA
1926 EIFAX.Close_Log Log of
1929 EIFAX.Close_mva050 50 Day MA
1930 EIFAX.Volume_YoY Year over Year
1931 EIFAX.Volume_YoY4 4 Year over 4 Year
1932 EIFAX.Volume_YoY5 5 Year over 5 Year
1933 EIFAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1934 EIFAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1935 EIFAX.Volume_SmoothDer Derivative of Smoothed
1936 EIFAX.Volume_Log Log of
1937 EIFAX.Volume_mva365 365 Day MA
1938 EIFAX.Volume_mva200 200 Day MA
1939 EIFAX.Volume_mva050 50 Day MA
1946 EIFAX.Adjusted_Log Log of
1949 EIFAX.Adjusted_mva050 50 Day MA
1953 ASDAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1956 ASDAX.Open_Log Log of
1957 ASDAX.Open_mva365 365 Day MA
1958 ASDAX.Open_mva200 200 Day MA
1959 ASDAX.Open_mva050 50 Day MA
1963 ASDAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1966 ASDAX.High_Log Log of
1967 ASDAX.High_mva365 365 Day MA
1968 ASDAX.High_mva200 200 Day MA
1969 ASDAX.High_mva050 50 Day MA
1973 ASDAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1976 ASDAX.Low_Log Log of
1977 ASDAX.Low_mva365 365 Day MA
1978 ASDAX.Low_mva200 200 Day MA
1979 ASDAX.Low_mva050 50 Day MA
1983 ASDAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1986 ASDAX.Close_Log Log of
1987 ASDAX.Close_mva365 365 Day MA
1988 ASDAX.Close_mva200 200 Day MA
1989 ASDAX.Close_mva050 50 Day MA
1990 ASDAX.Volume_YoY Year over Year
1991 ASDAX.Volume_YoY4 4 Year over 4 Year
1992 ASDAX.Volume_YoY5 5 Year over 5 Year
1993 ASDAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1994 ASDAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1995 ASDAX.Volume_SmoothDer Derivative of Smoothed
1996 ASDAX.Volume_Log Log of
1997 ASDAX.Volume_mva365 365 Day MA
1998 ASDAX.Volume_mva200 200 Day MA
1999 ASDAX.Volume_mva050 50 Day MA
2003 ASDAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2006 ASDAX.Adjusted_Log Log of
2007 ASDAX.Adjusted_mva365 365 Day MA
2008 ASDAX.Adjusted_mva200 200 Day MA
2009 ASDAX.Adjusted_mva050 50 Day MA
2015 TRBUX.Open_SmoothDer Derivative of Smoothed
2016 TRBUX.Open_Log Log of
2017 TRBUX.Open_mva365 365 Day MA
2018 TRBUX.Open_mva200 200 Day MA
2019 TRBUX.Open_mva050 50 Day MA
2025 TRBUX.High_SmoothDer Derivative of Smoothed
2026 TRBUX.High_Log Log of
2027 TRBUX.High_mva365 365 Day MA
2028 TRBUX.High_mva200 200 Day MA
2029 TRBUX.High_mva050 50 Day MA
2035 TRBUX.Low_SmoothDer Derivative of Smoothed
2036 TRBUX.Low_Log Log of
2037 TRBUX.Low_mva365 365 Day MA
2038 TRBUX.Low_mva200 200 Day MA
2039 TRBUX.Low_mva050 50 Day MA
2045 TRBUX.Close_SmoothDer Derivative of Smoothed
2046 TRBUX.Close_Log Log of
2047 TRBUX.Close_mva365 365 Day MA
2048 TRBUX.Close_mva200 200 Day MA
2049 TRBUX.Close_mva050 50 Day MA
2050 TRBUX.Volume_YoY Year over Year
2051 TRBUX.Volume_YoY4 4 Year over 4 Year
2052 TRBUX.Volume_YoY5 5 Year over 5 Year
2053 TRBUX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2054 TRBUX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2055 TRBUX.Volume_SmoothDer Derivative of Smoothed
2056 TRBUX.Volume_Log Log of
2057 TRBUX.Volume_mva365 365 Day MA
2058 TRBUX.Volume_mva200 200 Day MA
2059 TRBUX.Volume_mva050 50 Day MA
2065 TRBUX.Adjusted_SmoothDer Derivative of Smoothed
2066 TRBUX.Adjusted_Log Log of
2067 TRBUX.Adjusted_mva365 365 Day MA
2068 TRBUX.Adjusted_mva200 200 Day MA
2069 TRBUX.Adjusted_mva050 50 Day MA
2076 PRVIX.Open_Log Log of
2079 PRVIX.Open_mva050 50 Day MA
2086 PRVIX.High_Log Log of
2089 PRVIX.High_mva050 50 Day MA
2096 PRVIX.Low_Log Log of
2099 PRVIX.Low_mva050 50 Day MA
2106 PRVIX.Close_Log Log of
2109 PRVIX.Close_mva050 50 Day MA
2110 PRVIX.Volume_YoY Year over Year
2111 PRVIX.Volume_YoY4 4 Year over 4 Year
2112 PRVIX.Volume_YoY5 5 Year over 5 Year
2113 PRVIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2114 PRVIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2115 PRVIX.Volume_SmoothDer Derivative of Smoothed
2116 PRVIX.Volume_Log Log of
2117 PRVIX.Volume_mva365 365 Day MA
2118 PRVIX.Volume_mva200 200 Day MA
2119 PRVIX.Volume_mva050 50 Day MA
2126 PRVIX.Adjusted_Log Log of
2129 PRVIX.Adjusted_mva050 50 Day MA
2135 PRWCX.Open_SmoothDer Derivative of Smoothed
2136 PRWCX.Open_Log Log of
2139 PRWCX.Open_mva050 50 Day MA
2145 PRWCX.High_SmoothDer Derivative of Smoothed
2146 PRWCX.High_Log Log of
2149 PRWCX.High_mva050 50 Day MA
2155 PRWCX.Low_SmoothDer Derivative of Smoothed
2156 PRWCX.Low_Log Log of
2159 PRWCX.Low_mva050 50 Day MA
2165 PRWCX.Close_SmoothDer Derivative of Smoothed
2166 PRWCX.Close_Log Log of
2169 PRWCX.Close_mva050 50 Day MA
2170 PRWCX.Volume_YoY Year over Year
2171 PRWCX.Volume_YoY4 4 Year over 4 Year
2172 PRWCX.Volume_YoY5 5 Year over 5 Year
2173 PRWCX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2174 PRWCX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2175 PRWCX.Volume_SmoothDer Derivative of Smoothed
2176 PRWCX.Volume_Log Log of
2177 PRWCX.Volume_mva365 365 Day MA
2178 PRWCX.Volume_mva200 200 Day MA
2179 PRWCX.Volume_mva050 50 Day MA
2185 PRWCX.Adjusted_SmoothDer Derivative of Smoothed
2186 PRWCX.Adjusted_Log Log of
2189 PRWCX.Adjusted_mva050 50 Day MA
2195 ADOZX.Open_SmoothDer Derivative of Smoothed
2196 ADOZX.Open_Log Log of
2199 ADOZX.Open_mva050 50 Day MA
2205 ADOZX.High_SmoothDer Derivative of Smoothed
2206 ADOZX.High_Log Log of
2209 ADOZX.High_mva050 50 Day MA
2215 ADOZX.Low_SmoothDer Derivative of Smoothed
2216 ADOZX.Low_Log Log of
2219 ADOZX.Low_mva050 50 Day MA
2225 ADOZX.Close_SmoothDer Derivative of Smoothed
2226 ADOZX.Close_Log Log of
2229 ADOZX.Close_mva050 50 Day MA
2230 ADOZX.Volume_YoY Year over Year
2231 ADOZX.Volume_YoY4 4 Year over 4 Year
2232 ADOZX.Volume_YoY5 5 Year over 5 Year
2233 ADOZX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2234 ADOZX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2235 ADOZX.Volume_SmoothDer Derivative of Smoothed
2236 ADOZX.Volume_Log Log of
2237 ADOZX.Volume_mva365 365 Day MA
2238 ADOZX.Volume_mva200 200 Day MA
2239 ADOZX.Volume_mva050 50 Day MA
2245 ADOZX.Adjusted_SmoothDer Derivative of Smoothed
2246 ADOZX.Adjusted_Log Log of
2249 ADOZX.Adjusted_mva050 50 Day MA
2253 MERFX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2255 MERFX.Open_SmoothDer Derivative of Smoothed
2256 MERFX.Open_Log Log of
2259 MERFX.Open_mva050 50 Day MA
2263 MERFX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2265 MERFX.High_SmoothDer Derivative of Smoothed
2266 MERFX.High_Log Log of
2269 MERFX.High_mva050 50 Day MA
2273 MERFX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2275 MERFX.Low_SmoothDer Derivative of Smoothed
2276 MERFX.Low_Log Log of
2279 MERFX.Low_mva050 50 Day MA
2283 MERFX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2285 MERFX.Close_SmoothDer Derivative of Smoothed
2286 MERFX.Close_Log Log of
2289 MERFX.Close_mva050 50 Day MA
2290 MERFX.Volume_YoY Year over Year
2291 MERFX.Volume_YoY4 4 Year over 4 Year
2292 MERFX.Volume_YoY5 5 Year over 5 Year
2293 MERFX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2294 MERFX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2295 MERFX.Volume_SmoothDer Derivative of Smoothed
2296 MERFX.Volume_Log Log of
2297 MERFX.Volume_mva365 365 Day MA
2298 MERFX.Volume_mva200 200 Day MA
2299 MERFX.Volume_mva050 50 Day MA
2303 MERFX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2305 MERFX.Adjusted_SmoothDer Derivative of Smoothed
2306 MERFX.Adjusted_Log Log of
2309 MERFX.Adjusted_mva050 50 Day MA
2315 CMNIX.Open_SmoothDer Derivative of Smoothed
2316 CMNIX.Open_Log Log of
2319 CMNIX.Open_mva050 50 Day MA
2325 CMNIX.High_SmoothDer Derivative of Smoothed
2326 CMNIX.High_Log Log of
2329 CMNIX.High_mva050 50 Day MA
2335 CMNIX.Low_SmoothDer Derivative of Smoothed
2336 CMNIX.Low_Log Log of
2339 CMNIX.Low_mva050 50 Day MA
2345 CMNIX.Close_SmoothDer Derivative of Smoothed
2346 CMNIX.Close_Log Log of
2349 CMNIX.Close_mva050 50 Day MA
2350 CMNIX.Volume_YoY Year over Year
2351 CMNIX.Volume_YoY4 4 Year over 4 Year
2352 CMNIX.Volume_YoY5 5 Year over 5 Year
2353 CMNIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2354 CMNIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2355 CMNIX.Volume_SmoothDer Derivative of Smoothed
2356 CMNIX.Volume_Log Log of
2357 CMNIX.Volume_mva365 365 Day MA
2358 CMNIX.Volume_mva200 200 Day MA
2359 CMNIX.Volume_mva050 50 Day MA
2365 CMNIX.Adjusted_SmoothDer Derivative of Smoothed
2366 CMNIX.Adjusted_Log Log of
2369 CMNIX.Adjusted_mva050 50 Day MA
2375 CIHEX.Open_SmoothDer Derivative of Smoothed
2376 CIHEX.Open_Log Log of
2379 CIHEX.Open_mva050 50 Day MA
2385 CIHEX.High_SmoothDer Derivative of Smoothed
2386 CIHEX.High_Log Log of
2389 CIHEX.High_mva050 50 Day MA
2395 CIHEX.Low_SmoothDer Derivative of Smoothed
2396 CIHEX.Low_Log Log of
2399 CIHEX.Low_mva050 50 Day MA
2405 CIHEX.Close_SmoothDer Derivative of Smoothed
2406 CIHEX.Close_Log Log of
2409 CIHEX.Close_mva050 50 Day MA
2410 CIHEX.Volume_YoY Year over Year
2411 CIHEX.Volume_YoY4 4 Year over 4 Year
2412 CIHEX.Volume_YoY5 5 Year over 5 Year
2413 CIHEX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2414 CIHEX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2415 CIHEX.Volume_SmoothDer Derivative of Smoothed
2416 CIHEX.Volume_Log Log of
2417 CIHEX.Volume_mva365 365 Day MA
2418 CIHEX.Volume_mva200 200 Day MA
2419 CIHEX.Volume_mva050 50 Day MA
2425 CIHEX.Adjusted_SmoothDer Derivative of Smoothed
2426 CIHEX.Adjusted_Log Log of
2429 CIHEX.Adjusted_mva050 50 Day MA
2431 IMPCH_YoY4 U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 4 Year over 4 Year
2432 IMPCH_YoY5 U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 5 Year over 5 Year
2435 IMPCH_SmoothDer Derivative of Smoothed U.S. Imports of Goods by Customs Basis from China (Monthly, NSA)
2436 IMPCH_Log Log of U.S. Imports of Goods by Customs Basis from China (Monthly, NSA)
2437 IMPCH_mva365 U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 365 Day MA
2438 IMPCH_mva200 U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 200 Day MA
2439 IMPCH_mva050 U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 50 Day MA
2442 EXPCH_YoY5 U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 5 Year over 5 Year
2445 EXPCH_SmoothDer Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
2446 EXPCH_Log Log of U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
2447 EXPCH_mva365 U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 365 Day MA
2448 EXPCH_mva200 U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 200 Day MA
2449 EXPCH_mva050 U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 50 Day MA
2455 IMPMX_SmoothDer Derivative of Smoothed U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
2456 IMPMX_Log Log of U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
2457 IMPMX_mva365 U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 365 Day MA
2458 IMPMX_mva200 U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 200 Day MA
2459 IMPMX_mva050 U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 50 Day MA
2465 EXPMX_SmoothDer Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA)
2466 EXPMX_Log Log of U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA)
2467 EXPMX_mva365 U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 365 Day MA
2468 EXPMX_mva200 U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 200 Day MA
2469 EXPMX_mva050 U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 50 Day MA
2470 HSN1FNSA_YoY New One Family Houses Sold: United States (Monthly, NSA) Year over Year
2476 HSN1FNSA_Log Log of New One Family Houses Sold: United States (Monthly, NSA)
2478 HSN1FNSA_mva200 New One Family Houses Sold: United States (Monthly, NSA) 200 Day MA
2479 HSN1FNSA_mva050 New One Family Houses Sold: United States (Monthly, NSA) 50 Day MA
2485 HNFSUSNSA_SmoothDer Derivative of Smoothed New One Family Houses for Sale in the United States (Monthly, NSA)
2486 HNFSUSNSA_Log Log of New One Family Houses for Sale in the United States (Monthly, NSA)
2487 HNFSUSNSA_mva365 New One Family Houses for Sale in the United States (Monthly, NSA) 365 Day MA
2488 HNFSUSNSA_mva200 New One Family Houses for Sale in the United States (Monthly, NSA) 200 Day MA
2489 HNFSUSNSA_mva050 New One Family Houses for Sale in the United States (Monthly, NSA) 50 Day MA
2491 BUSLOANS_YoY4 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 4 Year over 4 Year
2495 BUSLOANS_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2496 BUSLOANS_Log Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2498 BUSLOANS_mva200 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2499 BUSLOANS_mva050 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2501 TOTCI_YoY4 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 4 Year over 4 Year
2505 TOTCI_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2506 TOTCI_Log Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2509 TOTCI_mva050 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2511 BUSLOANSNSA_YoY4 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 4 Year over 4 Year
2512 BUSLOANSNSA_YoY5 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 5 Year over 5 Year
2515 BUSLOANSNSA_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2516 BUSLOANSNSA_Log Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2517 BUSLOANSNSA_mva365 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2518 BUSLOANSNSA_mva200 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2519 BUSLOANSNSA_mva050 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2525 REALLNNSA_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Monthly, NSA)
2526 REALLNNSA_Log Log of Real Estate Loans, All Commercial Banks (Monthly, NSA)
2527 REALLNNSA_mva365 Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2528 REALLNNSA_mva200 Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2529 REALLNNSA_mva050 Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2535 REALLN_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Monthly, SA)
2536 REALLN_Log Log of Real Estate Loans, All Commercial Banks (Monthly, SA)
2537 REALLN_mva365 Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2538 REALLN_mva200 Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2539 REALLN_mva050 Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2545 RELACBW027NBOG_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, NSA)
2546 RELACBW027NBOG_Log Log of Real Estate Loans, All Commercial Banks (Weekly, NSA)
2547 RELACBW027NBOG_mva365 Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2548 RELACBW027NBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2549 RELACBW027NBOG_mva050 Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2555 RELACBW027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, SA)
2556 RELACBW027SBOG_Log Log of Real Estate Loans, All Commercial Banks (Weekly, SA)
2557 RELACBW027SBOG_mva365 Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2558 RELACBW027SBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2559 RELACBW027SBOG_mva050 Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2565 RREACBM027NBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2566 RREACBM027NBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2567 RREACBM027NBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2568 RREACBM027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2569 RREACBM027NBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2575 RREACBM027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2576 RREACBM027SBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2577 RREACBM027SBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2578 RREACBM027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2579 RREACBM027SBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2585 RREACBW027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2586 RREACBW027SBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2587 RREACBW027SBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2588 RREACBW027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2589 RREACBW027SBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2595 RREACBW027NBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2596 RREACBW027NBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2597 RREACBW027NBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2598 RREACBW027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2599 RREACBW027NBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2600 MORTGAGE30US_YoY 30-Year Fixed Rate Mortgage Average in the United States Year over Year
2605 MORTGAGE30US_SmoothDer Derivative of Smoothed 30-Year Fixed Rate Mortgage Average in the United States
2606 MORTGAGE30US_Log Log of 30-Year Fixed Rate Mortgage Average in the United States
2609 MORTGAGE30US_mva050 30-Year Fixed Rate Mortgage Average in the United States 50 Day MA
2615 CONSUMERNSA_SmoothDer Derivative of Smoothed Consumer Loans, All Commercial Banks
2616 CONSUMERNSA_Log Log of Consumer Loans, All Commercial Banks
2617 CONSUMERNSA_mva365 Consumer Loans, All Commercial Banks 365 Day MA
2618 CONSUMERNSA_mva200 Consumer Loans, All Commercial Banks 200 Day MA
2619 CONSUMERNSA_mva050 Consumer Loans, All Commercial Banks 50 Day MA
2625 TOTLLNSA_SmoothDer Derivative of Smoothed Loans and Leases in Bank Credit, All Commercial Banks
2626 TOTLLNSA_Log Log of Loans and Leases in Bank Credit, All Commercial Banks
2627 TOTLLNSA_mva365 Loans and Leases in Bank Credit, All Commercial Banks 365 Day MA
2628 TOTLLNSA_mva200 Loans and Leases in Bank Credit, All Commercial Banks 200 Day MA
2629 TOTLLNSA_mva050 Loans and Leases in Bank Credit, All Commercial Banks 50 Day MA
2636 DPSACBW027SBOG_Log Log of Deposits, All Commercial Banks
2637 DPSACBW027SBOG_mva365 Deposits, All Commercial Banks 365 Day MA
2638 DPSACBW027SBOG_mva200 Deposits, All Commercial Banks 200 Day MA
2639 DPSACBW027SBOG_mva050 Deposits, All Commercial Banks 50 Day MA
2640 DRCLACBS_YoY Delinquency Rate on Consumer Loans, All Commercial Banks, SA Year over Year
2641 DRCLACBS_YoY4 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 4 Year over 4 Year
2646 DRCLACBS_Log Log of Delinquency Rate on Consumer Loans, All Commercial Banks, SA
2647 DRCLACBS_mva365 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 365 Day MA
2648 DRCLACBS_mva200 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 200 Day MA
2649 DRCLACBS_mva050 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 50 Day MA
2655 TOTCINSA_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2656 TOTCINSA_Log Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2657 TOTCINSA_mva365 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2658 TOTCINSA_mva200 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2659 TOTCINSA_mva050 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2660 SRPSABSNNCB_YoY Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Year over Year
2661 SRPSABSNNCB_YoY4 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 4 Year over 4 Year
2666 SRPSABSNNCB_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2667 SRPSABSNNCB_mva365 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 365 Day MA
2668 SRPSABSNNCB_mva200 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 200 Day MA
2669 SRPSABSNNCB_mva050 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 50 Day MA
2670 ASTLL_YoY All sectors; total loans; liability, Level (NSA) Year over Year
2676 ASTLL_Log Log of All sectors; total loans; liability, Level (NSA)
2677 ASTLL_mva365 All sectors; total loans; liability, Level (NSA) 365 Day MA
2678 ASTLL_mva200 All sectors; total loans; liability, Level (NSA) 200 Day MA
2679 ASTLL_mva050 All sectors; total loans; liability, Level (NSA) 50 Day MA
2680 FBDILNECA_YoY Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) Year over Year
2686 FBDILNECA_Log Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
2687 FBDILNECA_mva365 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 365 Day MA
2688 FBDILNECA_mva200 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 200 Day MA
2689 FBDILNECA_mva050 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA
2690 ASOLAL_YoY All sectors; other loans and advances; liability, Level (NSA) Year over Year
2696 ASOLAL_Log Log of All sectors; other loans and advances; liability, Level (NSA)
2697 ASOLAL_mva365 All sectors; other loans and advances; liability, Level (NSA) 365 Day MA
2698 ASOLAL_mva200 All sectors; other loans and advances; liability, Level (NSA) 200 Day MA
2699 ASOLAL_mva050 All sectors; other loans and advances; liability, Level (NSA) 50 Day MA
2700 ASTMA_YoY All sectors; total mortgages; asset, Level (NSA) Year over Year
2706 ASTMA_Log Log of All sectors; total mortgages; asset, Level (NSA)
2707 ASTMA_mva365 All sectors; total mortgages; asset, Level (NSA) 365 Day MA
2708 ASTMA_mva200 All sectors; total mortgages; asset, Level (NSA) 200 Day MA
2709 ASTMA_mva050 All sectors; total mortgages; asset, Level (NSA) 50 Day MA
2710 ASHMA_YoY All sectors; home mortgages; asset, Level (NSA) Year over Year
2716 ASHMA_Log Log of All sectors; home mortgages; asset, Level (NSA)
2717 ASHMA_mva365 All sectors; home mortgages; asset, Level (NSA) 365 Day MA
2718 ASHMA_mva200 All sectors; home mortgages; asset, Level (NSA) 200 Day MA
2719 ASHMA_mva050 All sectors; home mortgages; asset, Level (NSA) 50 Day MA
2720 ASMRMA_YoY All sectors; multifamily residential mortgages; asset, Level (NSA) Year over Year
2726 ASMRMA_Log Log of All sectors; multifamily residential mortgages; asset, Level (NSA)
2727 ASMRMA_mva365 All sectors; multifamily residential mortgages; asset, Level (NSA) 365 Day MA
2728 ASMRMA_mva200 All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA
2729 ASMRMA_mva050 All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA
2730 ASCMA_YoY All sectors; commercial mortgages; asset, Level (NSA) Year over Year
2736 ASCMA_Log Log of All sectors; commercial mortgages; asset, Level (NSA)
2737 ASCMA_mva365 All sectors; commercial mortgages; asset, Level (NSA) 365 Day MA
2738 ASCMA_mva200 All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA
2739 ASCMA_mva050 All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA
2740 ASFMA_YoY All sectors; farm mortgages; asset, Level (NSA) Year over Year
2746 ASFMA_Log Log of All sectors; farm mortgages; asset, Level (NSA)
2747 ASFMA_mva365 All sectors; farm mortgages; asset, Level (NSA) 365 Day MA
2748 ASFMA_mva200 All sectors; farm mortgages; asset, Level (NSA) 200 Day MA
2749 ASFMA_mva050 All sectors; farm mortgages; asset, Level (NSA) 50 Day MA
2750 CCLBSHNO_YoY Households and nonprofit organizations; consumer credit; liability, Level (NSA) Year over Year
2756 CCLBSHNO_Log Log of Households and nonprofit organizations; consumer credit; liability, Level (NSA)
2757 CCLBSHNO_mva365 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 365 Day MA
2758 CCLBSHNO_mva200 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 200 Day MA
2759 CCLBSHNO_mva050 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 50 Day MA
2760 FBDSILQ027S_YoY Domestic financial sectors debt securities; liability, Level (NSA) Year over Year
2766 FBDSILQ027S_Log Log of Domestic financial sectors debt securities; liability, Level (NSA)
2767 FBDSILQ027S_mva365 Domestic financial sectors debt securities; liability, Level (NSA) 365 Day MA
2768 FBDSILQ027S_mva200 Domestic financial sectors debt securities; liability, Level (NSA) 200 Day MA
2769 FBDSILQ027S_mva050 Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA
2770 FBLL_YoY Domestic financial sectors loans; liability, Level (NSA) Year over Year
2776 FBLL_Log Log of Domestic financial sectors loans; liability, Level (NSA)
2777 FBLL_mva365 Domestic financial sectors loans; liability, Level (NSA) 365 Day MA
2778 FBLL_mva200 Domestic financial sectors loans; liability, Level (NSA) 200 Day MA
2779 FBLL_mva050 Domestic financial sectors loans; liability, Level (NSA) 50 Day MA
2780 NCBDBIQ027S_YoY Nonfinancial corporate business; debt securities; liability, Level Year over Year
2786 NCBDBIQ027S_Log Log of Nonfinancial corporate business; debt securities; liability, Level
2787 NCBDBIQ027S_mva365 Nonfinancial corporate business; debt securities; liability, Level 365 Day MA
2788 NCBDBIQ027S_mva200 Nonfinancial corporate business; debt securities; liability, Level 200 Day MA
2789 NCBDBIQ027S_mva050 Nonfinancial corporate business; debt securities; liability, Level 50 Day MA
2793 DGS10_Smooth Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate
2795 DGS10_SmoothDer Derivative of Smoothed 10-Year Treasury Constant Maturity Rate
2796 DGS10_Log Log of 10-Year Treasury Constant Maturity Rate
2798 DGS10_mva200 10-Year Treasury Constant Maturity Rate 200 Day MA
2799 DGS10_mva050 10-Year Treasury Constant Maturity Rate 50 Day MA
2803 TNX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2805 TNX.Open_SmoothDer Derivative of Smoothed
2806 TNX.Open_Log Log of
2808 TNX.Open_mva200 200 Day MA
2809 TNX.Open_mva050 50 Day MA
2813 TNX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2815 TNX.High_SmoothDer Derivative of Smoothed
2816 TNX.High_Log Log of
2818 TNX.High_mva200 200 Day MA
2819 TNX.High_mva050 50 Day MA
2825 TNX.Low_SmoothDer Derivative of Smoothed
2826 TNX.Low_Log Log of
2829 TNX.Low_mva050 50 Day MA
2835 TNX.Close_SmoothDer Derivative of Smoothed
2836 TNX.Close_Log Log of
2839 TNX.Close_mva050 50 Day MA
2840 TNX.Volume_YoY Year over Year
2841 TNX.Volume_YoY4 4 Year over 4 Year
2842 TNX.Volume_YoY5 5 Year over 5 Year
2843 TNX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2844 TNX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2845 TNX.Volume_SmoothDer Derivative of Smoothed
2846 TNX.Volume_Log Log of
2847 TNX.Volume_mva365 365 Day MA
2848 TNX.Volume_mva200 200 Day MA
2849 TNX.Volume_mva050 50 Day MA
2855 TNX.Adjusted_SmoothDer Derivative of Smoothed
2856 TNX.Adjusted_Log Log of
2859 TNX.Adjusted_mva050 50 Day MA
2866 CLF.Open_Log Log of
2869 CLF.Open_mva050 50 Day MA
2876 CLF.High_Log Log of
2879 CLF.High_mva050 50 Day MA
2886 CLF.Low_Log Log of
2889 CLF.Low_mva050 50 Day MA
2893 CLF.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2896 CLF.Close_Log Log of
2899 CLF.Close_mva050 50 Day MA
2903 CLF.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2906 CLF.Volume_Log Log of
2907 CLF.Volume_mva365 365 Day MA
2908 CLF.Volume_mva200 200 Day MA
2909 CLF.Volume_mva050 50 Day MA
2913 CLF.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2916 CLF.Adjusted_Log Log of
2919 CLF.Adjusted_mva050 50 Day MA
2923 DGS30_Smooth Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate
2925 DGS30_SmoothDer Derivative of Smoothed 10-Year Treasury Constant Maturity Rate
2926 DGS30_Log Log of 10-Year Treasury Constant Maturity Rate
2928 DGS30_mva200 10-Year Treasury Constant Maturity Rate 200 Day MA
2929 DGS30_mva050 10-Year Treasury Constant Maturity Rate 50 Day MA
2933 DGS1_Smooth Savitsky-Golay Smoothed (p=3, n=365) 1-Year Treasury Constant Maturity Rate
2936 DGS1_Log Log of 1-Year Treasury Constant Maturity Rate
2939 DGS1_mva050 1-Year Treasury Constant Maturity Rate 50 Day MA
2943 DGS2_Smooth Savitsky-Golay Smoothed (p=3, n=365) 2-Year Treasury Constant Maturity Rate
2946 DGS2_Log Log of 2-Year Treasury Constant Maturity Rate
2948 DGS2_mva200 2-Year Treasury Constant Maturity Rate 200 Day MA
2949 DGS2_mva050 2-Year Treasury Constant Maturity Rate 50 Day MA
2950 TB3MS_YoY 3-Month Treasury Bill: Secondary Market Rate (Monthly) Year over Year
2951 TB3MS_YoY4 3-Month Treasury Bill: Secondary Market Rate (Monthly) 4 Year over 4 Year
2952 TB3MS_YoY5 3-Month Treasury Bill: Secondary Market Rate (Monthly) 5 Year over 5 Year
2956 TB3MS_Log Log of 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2958 TB3MS_mva200 3-Month Treasury Bill: Secondary Market Rate (Monthly) 200 Day MA
2959 TB3MS_mva050 3-Month Treasury Bill: Secondary Market Rate (Monthly) 50 Day MA
2963 DTB3_Smooth Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Daily)
2966 DTB3_Log Log of 3-Month Treasury Bill: Secondary Market Rate (Daily)
2969 DTB3_mva050 3-Month Treasury Bill: Secondary Market Rate (Daily) 50 Day MA
2970 IRX.Open_YoY Year over Year
2973 IRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2976 IRX.Open_Log Log of
2978 IRX.Open_mva200 200 Day MA
2979 IRX.Open_mva050 50 Day MA
2983 IRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2986 IRX.High_Log Log of
2988 IRX.High_mva200 200 Day MA
2989 IRX.High_mva050 50 Day MA
2993 IRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2996 IRX.Low_Log Log of
2998 IRX.Low_mva200 200 Day MA
2999 IRX.Low_mva050 50 Day MA
3003 IRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3006 IRX.Close_Log Log of
3008 IRX.Close_mva200 200 Day MA
3009 IRX.Close_mva050 50 Day MA
3010 IRX.Volume_YoY Year over Year
3011 IRX.Volume_YoY4 4 Year over 4 Year
3012 IRX.Volume_YoY5 5 Year over 5 Year
3013 IRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3014 IRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3015 IRX.Volume_SmoothDer Derivative of Smoothed
3016 IRX.Volume_Log Log of
3017 IRX.Volume_mva365 365 Day MA
3018 IRX.Volume_mva200 200 Day MA
3019 IRX.Volume_mva050 50 Day MA
3023 IRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3026 IRX.Adjusted_Log Log of
3028 IRX.Adjusted_mva200 200 Day MA
3029 IRX.Adjusted_mva050 50 Day MA
3036 DCOILWTICO_Log Log of Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma
3038 DCOILWTICO_mva200 Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma 200 Day MA
3039 DCOILWTICO_mva050 Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma 50 Day MA
3046 DCOILBRENTEU_Log Log of Crude Oil Prices: Brent - Europe
3049 DCOILBRENTEU_mva050 Crude Oil Prices: Brent - Europe 50 Day MA
3052 NEWORDER_YoY5 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 5 Year over 5 Year
3055 NEWORDER_SmoothDer Derivative of Smoothed Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
3056 NEWORDER_Log Log of Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
3057 NEWORDER_mva365 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 365 Day MA
3058 NEWORDER_mva200 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 200 Day MA
3059 NEWORDER_mva050 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 50 Day MA
3062 ALTSALES_YoY5 Light Weight Vehicle Sales: Autos and Light Trucks 5 Year over 5 Year
3066 ALTSALES_Log Log of Light Weight Vehicle Sales: Autos and Light Trucks
3068 ALTSALES_mva200 Light Weight Vehicle Sales: Autos and Light Trucks 200 Day MA
3069 ALTSALES_mva050 Light Weight Vehicle Sales: Autos and Light Trucks 50 Day MA
3075 ICSA_SmoothDer Derivative of Smoothed Initial Jobless Claims
3085 GSPC.Open_SmoothDer Derivative of Smoothed
3086 GSPC.Open_Log Log of
3089 GSPC.Open_mva050 50 Day MA
3095 GSPC.High_SmoothDer Derivative of Smoothed
3096 GSPC.High_Log Log of
3099 GSPC.High_mva050 50 Day MA
3105 GSPC.Low_SmoothDer Derivative of Smoothed
3106 GSPC.Low_Log Log of
3109 GSPC.Low_mva050 50 Day MA
3115 GSPC.Close_SmoothDer Derivative of Smoothed
3116 GSPC.Close_Log Log of
3119 GSPC.Close_mva050 50 Day MA
3123 GSPC.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3125 GSPC.Volume_SmoothDer Derivative of Smoothed
3126 GSPC.Volume_Log Log of
3128 GSPC.Volume_mva200 200 Day MA
3129 GSPC.Volume_mva050 50 Day MA
3135 GSPC.Adjusted_SmoothDer Derivative of Smoothed
3136 GSPC.Adjusted_Log Log of
3139 GSPC.Adjusted_mva050 50 Day MA
3145 FXAIX.Open_SmoothDer Derivative of Smoothed
3146 FXAIX.Open_Log Log of
3149 FXAIX.Open_mva050 50 Day MA
3155 FXAIX.High_SmoothDer Derivative of Smoothed
3156 FXAIX.High_Log Log of
3159 FXAIX.High_mva050 50 Day MA
3165 FXAIX.Low_SmoothDer Derivative of Smoothed
3166 FXAIX.Low_Log Log of
3169 FXAIX.Low_mva050 50 Day MA
3175 FXAIX.Close_SmoothDer Derivative of Smoothed
3176 FXAIX.Close_Log Log of
3179 FXAIX.Close_mva050 50 Day MA
3180 FXAIX.Volume_YoY Year over Year
3181 FXAIX.Volume_YoY4 4 Year over 4 Year
3182 FXAIX.Volume_YoY5 5 Year over 5 Year
3183 FXAIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3184 FXAIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3185 FXAIX.Volume_SmoothDer Derivative of Smoothed
3186 FXAIX.Volume_Log Log of
3187 FXAIX.Volume_mva365 365 Day MA
3188 FXAIX.Volume_mva200 200 Day MA
3189 FXAIX.Volume_mva050 50 Day MA
3195 FXAIX.Adjusted_SmoothDer Derivative of Smoothed
3196 FXAIX.Adjusted_Log Log of
3199 FXAIX.Adjusted_mva050 50 Day MA
3206 FTIHX.Open_Log Log of
3209 FTIHX.Open_mva050 50 Day MA
3216 FTIHX.High_Log Log of
3219 FTIHX.High_mva050 50 Day MA
3226 FTIHX.Low_Log Log of
3229 FTIHX.Low_mva050 50 Day MA
3236 FTIHX.Close_Log Log of
3239 FTIHX.Close_mva050 50 Day MA
3240 FTIHX.Volume_YoY Year over Year
3241 FTIHX.Volume_YoY4 4 Year over 4 Year
3242 FTIHX.Volume_YoY5 5 Year over 5 Year
3243 FTIHX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3244 FTIHX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3245 FTIHX.Volume_SmoothDer Derivative of Smoothed
3246 FTIHX.Volume_Log Log of
3247 FTIHX.Volume_mva365 365 Day MA
3248 FTIHX.Volume_mva200 200 Day MA
3249 FTIHX.Volume_mva050 50 Day MA
3256 FTIHX.Adjusted_Log Log of
3259 FTIHX.Adjusted_mva050 50 Day MA
3265 MDIZX.Open_SmoothDer Derivative of Smoothed
3266 MDIZX.Open_Log Log of
3269 MDIZX.Open_mva050 50 Day MA
3275 MDIZX.High_SmoothDer Derivative of Smoothed
3276 MDIZX.High_Log Log of
3279 MDIZX.High_mva050 50 Day MA
3285 MDIZX.Low_SmoothDer Derivative of Smoothed
3286 MDIZX.Low_Log Log of
3289 MDIZX.Low_mva050 50 Day MA
3295 MDIZX.Close_SmoothDer Derivative of Smoothed
3296 MDIZX.Close_Log Log of
3299 MDIZX.Close_mva050 50 Day MA
3300 MDIZX.Volume_YoY Year over Year
3301 MDIZX.Volume_YoY4 4 Year over 4 Year
3302 MDIZX.Volume_YoY5 5 Year over 5 Year
3303 MDIZX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3304 MDIZX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3305 MDIZX.Volume_SmoothDer Derivative of Smoothed
3306 MDIZX.Volume_Log Log of
3307 MDIZX.Volume_mva365 365 Day MA
3308 MDIZX.Volume_mva200 200 Day MA
3309 MDIZX.Volume_mva050 50 Day MA
3315 MDIZX.Adjusted_SmoothDer Derivative of Smoothed
3316 MDIZX.Adjusted_Log Log of
3319 MDIZX.Adjusted_mva050 50 Day MA
3326 DODIX.Open_Log Log of
3329 DODIX.Open_mva050 50 Day MA
3336 DODIX.High_Log Log of
3339 DODIX.High_mva050 50 Day MA
3346 DODIX.Low_Log Log of
3349 DODIX.Low_mva050 50 Day MA
3356 DODIX.Close_Log Log of
3359 DODIX.Close_mva050 50 Day MA
3360 DODIX.Volume_YoY Year over Year
3361 DODIX.Volume_YoY4 4 Year over 4 Year
3362 DODIX.Volume_YoY5 5 Year over 5 Year
3363 DODIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3364 DODIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3365 DODIX.Volume_SmoothDer Derivative of Smoothed
3366 DODIX.Volume_Log Log of
3367 DODIX.Volume_mva365 365 Day MA
3368 DODIX.Volume_mva200 200 Day MA
3369 DODIX.Volume_mva050 50 Day MA
3376 DODIX.Adjusted_Log Log of
3379 DODIX.Adjusted_mva050 50 Day MA
3385 RLG.Open_SmoothDer Derivative of Smoothed
3386 RLG.Open_Log Log of
3389 RLG.Open_mva050 50 Day MA
3395 RLG.High_SmoothDer Derivative of Smoothed
3396 RLG.High_Log Log of
3399 RLG.High_mva050 50 Day MA
3405 RLG.Low_SmoothDer Derivative of Smoothed
3406 RLG.Low_Log Log of
3409 RLG.Low_mva050 50 Day MA
3415 RLG.Close_SmoothDer Derivative of Smoothed
3416 RLG.Close_Log Log of
3419 RLG.Close_mva050 50 Day MA
3420 RLG.Volume_YoY Year over Year
3421 RLG.Volume_YoY4 4 Year over 4 Year
3422 RLG.Volume_YoY5 5 Year over 5 Year
3423 RLG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3424 RLG.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3425 RLG.Volume_SmoothDer Derivative of Smoothed
3426 RLG.Volume_Log Log of
3427 RLG.Volume_mva365 365 Day MA
3428 RLG.Volume_mva200 200 Day MA
3429 RLG.Volume_mva050 50 Day MA
3435 RLG.Adjusted_SmoothDer Derivative of Smoothed
3436 RLG.Adjusted_Log Log of
3439 RLG.Adjusted_mva050 50 Day MA
3443 DJI.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3446 DJI.Open_Log Log of
3449 DJI.Open_mva050 50 Day MA
3455 DJI.High_SmoothDer Derivative of Smoothed
3456 DJI.High_Log Log of
3459 DJI.High_mva050 50 Day MA
3465 DJI.Low_SmoothDer Derivative of Smoothed
3466 DJI.Low_Log Log of
3469 DJI.Low_mva050 50 Day MA
3475 DJI.Close_SmoothDer Derivative of Smoothed
3476 DJI.Close_Log Log of
3479 DJI.Close_mva050 50 Day MA
3486 DJI.Volume_Log Log of
3489 DJI.Volume_mva050 50 Day MA
3495 DJI.Adjusted_SmoothDer Derivative of Smoothed
3496 DJI.Adjusted_Log Log of
3499 DJI.Adjusted_mva050 50 Day MA
3505 STOXX50E.Open_SmoothDer Derivative of Smoothed
3506 STOXX50E.Open_Log Log of
3509 STOXX50E.Open_mva050 50 Day MA
3515 STOXX50E.High_SmoothDer Derivative of Smoothed
3516 STOXX50E.High_Log Log of
3519 STOXX50E.High_mva050 50 Day MA
3525 STOXX50E.Low_SmoothDer Derivative of Smoothed
3526 STOXX50E.Low_Log Log of
3529 STOXX50E.Low_mva050 50 Day MA
3535 STOXX50E.Close_SmoothDer Derivative of Smoothed
3536 STOXX50E.Close_Log Log of
3539 STOXX50E.Close_mva050 50 Day MA
3543 STOXX50E.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3545 STOXX50E.Volume_SmoothDer Derivative of Smoothed
3546 STOXX50E.Volume_Log Log of
3548 STOXX50E.Volume_mva200 200 Day MA
3549 STOXX50E.Volume_mva050 50 Day MA
3555 STOXX50E.Adjusted_SmoothDer Derivative of Smoothed
3556 STOXX50E.Adjusted_Log Log of
3559 STOXX50E.Adjusted_mva050 50 Day MA
3565 EFA.Open_SmoothDer Derivative of Smoothed
3566 EFA.Open_Log Log of
3569 EFA.Open_mva050 50 Day MA
3575 EFA.High_SmoothDer Derivative of Smoothed
3576 EFA.High_Log Log of
3579 EFA.High_mva050 50 Day MA
3585 EFA.Low_SmoothDer Derivative of Smoothed
3586 EFA.Low_Log Log of
3589 EFA.Low_mva050 50 Day MA
3595 EFA.Close_SmoothDer Derivative of Smoothed
3596 EFA.Close_Log Log of
3599 EFA.Close_mva050 50 Day MA
3603 EFA.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3605 EFA.Volume_SmoothDer Derivative of Smoothed
3606 EFA.Volume_Log Log of
3609 EFA.Volume_mva050 50 Day MA
3615 EFA.Adjusted_SmoothDer Derivative of Smoothed
3616 EFA.Adjusted_Log Log of
3619 EFA.Adjusted_mva050 50 Day MA
3620 GDP_YoY Gross Domestic Product Year over Year
3626 GDP_Log Log of Gross Domestic Product
3627 GDP_mva365 Gross Domestic Product 365 Day MA
3628 GDP_mva200 Gross Domestic Product 200 Day MA
3629 GDP_mva050 Gross Domestic Product 50 Day MA
3630 FNDEFX_YoY Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) Year over Year
3635 FNDEFX_SmoothDer Derivative of Smoothed Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3636 FNDEFX_Log Log of Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3637 FNDEFX_mva365 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3638 FNDEFX_mva200 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3639 FNDEFX_mva050 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3640 FDEFX_YoY Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) Year over Year
3646 FDEFX_Log Log of Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3647 FDEFX_mva365 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3648 FDEFX_mva200 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3649 FDEFX_mva050 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3650 GDPNOW_YoY Fed Atlanta GDPNow Year over Year
3656 GDPNOW_Log Log of Fed Atlanta GDPNow
3658 GDPNOW_mva200 Fed Atlanta GDPNow 200 Day MA
3659 GDPNOW_mva050 Fed Atlanta GDPNow 50 Day MA
3660 GDPC1_YoY Real Gross Domestic Product Year over Year
3662 GDPC1_YoY5 Real Gross Domestic Product 5 Year over 5 Year
3666 GDPC1_Log Log of Real Gross Domestic Product
3667 GDPC1_mva365 Real Gross Domestic Product 365 Day MA
3668 GDPC1_mva200 Real Gross Domestic Product 200 Day MA
3669 GDPC1_mva050 Real Gross Domestic Product 50 Day MA
3670 GDPDEF_YoY Gross Domestic Product: Implicit Price Deflator Year over Year
3676 GDPDEF_Log Log of Gross Domestic Product: Implicit Price Deflator
3677 GDPDEF_mva365 Gross Domestic Product: Implicit Price Deflator 365 Day MA
3678 GDPDEF_mva200 Gross Domestic Product: Implicit Price Deflator 200 Day MA
3679 GDPDEF_mva050 Gross Domestic Product: Implicit Price Deflator 50 Day MA
3686 VIG.Open_Log Log of
3689 VIG.Open_mva050 50 Day MA
3696 VIG.High_Log Log of
3699 VIG.High_mva050 50 Day MA
3706 VIG.Low_Log Log of
3709 VIG.Low_mva050 50 Day MA
3716 VIG.Close_Log Log of
3719 VIG.Close_mva050 50 Day MA
3725 VIG.Volume_SmoothDer Derivative of Smoothed
3726 VIG.Volume_Log Log of
3729 VIG.Volume_mva050 50 Day MA
3735 VIG.Adjusted_SmoothDer Derivative of Smoothed
3736 VIG.Adjusted_Log Log of
3739 VIG.Adjusted_mva050 50 Day MA
3746 WLRRAL_Log Log of Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA)
3748 WLRRAL_mva200 Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 200 Day MA
3749 WLRRAL_mva050 Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 50 Day MA
3751 FEDFUNDS_YoY4 Effective Federal Funds Rate 4 Year over 4 Year
3752 FEDFUNDS_YoY5 Effective Federal Funds Rate 5 Year over 5 Year
3756 FEDFUNDS_Log Log of Effective Federal Funds Rate
3757 FEDFUNDS_mva365 Effective Federal Funds Rate 365 Day MA
3758 FEDFUNDS_mva200 Effective Federal Funds Rate 200 Day MA
3759 FEDFUNDS_mva050 Effective Federal Funds Rate 50 Day MA
3760 GPDI_YoY Gross Private Domestic Investment Year over Year
3762 GPDI_YoY5 Gross Private Domestic Investment 5 Year over 5 Year
3766 GPDI_Log Log of Gross Private Domestic Investment
3767 GPDI_mva365 Gross Private Domestic Investment 365 Day MA
3768 GPDI_mva200 Gross Private Domestic Investment 200 Day MA
3769 GPDI_mva050 Gross Private Domestic Investment 50 Day MA
3770 W790RC1Q027SBEA_YoY Net domestic investment: Private: Domestic busines Year over Year
3771 W790RC1Q027SBEA_YoY4 Net domestic investment: Private: Domestic busines 4 Year over 4 Year
3772 W790RC1Q027SBEA_YoY5 Net domestic investment: Private: Domestic busines 5 Year over 5 Year
3776 W790RC1Q027SBEA_Log Log of Net domestic investment: Private: Domestic busines
3777 W790RC1Q027SBEA_mva365 Net domestic investment: Private: Domestic busines 365 Day MA
3778 W790RC1Q027SBEA_mva200 Net domestic investment: Private: Domestic busines 200 Day MA
3779 W790RC1Q027SBEA_mva050 Net domestic investment: Private: Domestic busines 50 Day MA
3780 MZMV_YoY Velocity of MZM Money Stock Year over Year
3781 MZMV_YoY4 Velocity of MZM Money Stock 4 Year over 4 Year
3782 MZMV_YoY5 Velocity of MZM Money Stock 5 Year over 5 Year
3786 MZMV_Log Log of Velocity of MZM Money Stock
3787 MZMV_mva365 Velocity of MZM Money Stock 365 Day MA
3788 MZMV_mva200 Velocity of MZM Money Stock 200 Day MA
3789 MZMV_mva050 Velocity of MZM Money Stock 50 Day MA
3790 M1_YoY M1 Money Stock Year over Year
3796 M1_Log Log of M1 Money Stock
3797 M1_mva365 M1 Money Stock 365 Day MA
3798 M1_mva200 M1 Money Stock 200 Day MA
3799 M1_mva050 M1 Money Stock 50 Day MA
3800 M2_YoY M2 Money Stock Year over Year
3806 M2_Log Log of M2 Money Stock
3807 M2_mva365 M2 Money Stock 365 Day MA
3808 M2_mva200 M2 Money Stock 200 Day MA
3809 M2_mva050 M2 Money Stock 50 Day MA
3810 OPHNFB_YoY Nonfarm Business Sector: Real Output Per Hour of All Persons, SA Year over Year
3816 OPHNFB_Log Log of Nonfarm Business Sector: Real Output Per Hour of All Persons, SA
3817 OPHNFB_mva365 Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 365 Day MA
3818 OPHNFB_mva200 Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 200 Day MA
3819 OPHNFB_mva050 Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 50 Day MA
3826 IPMAN_Log Log of Industrial Production: Manufacturing (NAICS)
3828 IPMAN_mva200 Industrial Production: Manufacturing (NAICS) 200 Day MA
3829 IPMAN_mva050 Industrial Production: Manufacturing (NAICS) 50 Day MA
3833 IWD.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3836 IWD.Open_Log Log of
3838 IWD.Open_mva200 200 Day MA
3839 IWD.Open_mva050 50 Day MA
3846 IWD.High_Log Log of
3849 IWD.High_mva050 50 Day MA
3856 IWD.Low_Log Log of
3859 IWD.Low_mva050 50 Day MA
3866 IWD.Close_Log Log of
3869 IWD.Close_mva050 50 Day MA
3875 IWD.Volume_SmoothDer Derivative of Smoothed
3876 IWD.Volume_Log Log of
3879 IWD.Volume_mva050 50 Day MA
3886 IWD.Adjusted_Log Log of
3889 IWD.Adjusted_mva050 50 Day MA
3890 GS5_YoY 5-Year Treasury Constant Maturity Rate Year over Year
3896 GS5_Log Log of 5-Year Treasury Constant Maturity Rate
3898 GS5_mva200 5-Year Treasury Constant Maturity Rate 200 Day MA
3899 GS5_mva050 5-Year Treasury Constant Maturity Rate 50 Day MA
3905 PSAVERT_SmoothDer Derivative of Smoothed Personal Saving Rate
3906 PSAVERT_Log Log of Personal Saving Rate
3908 PSAVERT_mva200 Personal Saving Rate 200 Day MA
3909 PSAVERT_mva050 Personal Saving Rate 50 Day MA
3913 VIXCLS_Smooth Savitsky-Golay Smoothed (p=3, n=365) CBOE Volatility Index
3916 VIXCLS_Log Log of CBOE Volatility Index
3918 VIXCLS_mva200 CBOE Volatility Index 200 Day MA
3919 VIXCLS_mva050 CBOE Volatility Index 50 Day MA
3926 VXX.Open_Log Log of
3929 VXX.Open_mva050 50 Day MA
3933 VXX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3936 VXX.High_Log Log of
3939 VXX.High_mva050 50 Day MA
3943 VXX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3946 VXX.Low_Log Log of
3949 VXX.Low_mva050 50 Day MA
3952 VXX.Close_YoY5 5 Year over 5 Year
3953 VXX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3956 VXX.Close_Log Log of
3959 VXX.Close_mva050 50 Day MA
3963 VXX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3966 VXX.Volume_Log Log of
3967 VXX.Volume_mva365 365 Day MA
3968 VXX.Volume_mva200 200 Day MA
3969 VXX.Volume_mva050 50 Day MA
3972 VXX.Adjusted_YoY5 5 Year over 5 Year
3973 VXX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3976 VXX.Adjusted_Log Log of
3979 VXX.Adjusted_mva050 50 Day MA
3985 HOUST1F_SmoothDer Derivative of Smoothed Privately Owned Housing Starts: 1-Unit Structures
3986 HOUST1F_Log Log of Privately Owned Housing Starts: 1-Unit Structures
3987 HOUST1F_mva365 Privately Owned Housing Starts: 1-Unit Structures 365 Day MA
3988 HOUST1F_mva200 Privately Owned Housing Starts: 1-Unit Structures 200 Day MA
3989 HOUST1F_mva050 Privately Owned Housing Starts: 1-Unit Structures 50 Day MA
3990 GFDEBTN_YoY Federal Debt: Total Public Debt Year over Year
3996 GFDEBTN_Log Log of Federal Debt: Total Public Debt
3997 GFDEBTN_mva365 Federal Debt: Total Public Debt 365 Day MA
3998 GFDEBTN_mva200 Federal Debt: Total Public Debt 200 Day MA
3999 GFDEBTN_mva050 Federal Debt: Total Public Debt 50 Day MA
4005 HOUST_SmoothDer Derivative of Smoothed Housing Starts: Total: New Privately Owned Housing Units Started, SA
4006 HOUST_Log Log of Housing Starts: Total: New Privately Owned Housing Units Started, SA
4007 HOUST_mva365 Housing Starts: Total: New Privately Owned Housing Units Started, SA 365 Day MA
4008 HOUST_mva200 Housing Starts: Total: New Privately Owned Housing Units Started, SA 200 Day MA
4009 HOUST_mva050 Housing Starts: Total: New Privately Owned Housing Units Started, SA 50 Day MA
4015 HOUSTNSA_SmoothDer Derivative of Smoothed Housing Starts: Total: New Privately Owned Housing Units Started, NSA
4016 HOUSTNSA_Log Log of Housing Starts: Total: New Privately Owned Housing Units Started, NSA
4017 HOUSTNSA_mva365 Housing Starts: Total: New Privately Owned Housing Units Started, NSA 365 Day MA
4018 HOUSTNSA_mva200 Housing Starts: Total: New Privately Owned Housing Units Started, NSA 200 Day MA
4019 HOUSTNSA_mva050 Housing Starts: Total: New Privately Owned Housing Units Started, NSA 50 Day MA
4021 EXHOSLUSM495S_YoY4 Existing Home Sales 4 Year over 4 Year
4022 EXHOSLUSM495S_YoY5 Existing Home Sales 5 Year over 5 Year
4026 EXHOSLUSM495S_Log Log of Existing Home Sales
4028 EXHOSLUSM495S_mva200 Existing Home Sales 200 Day MA
4029 EXHOSLUSM495S_mva050 Existing Home Sales 50 Day MA
4030 MSPUS_YoY Median Sales Price of Houses Sold for the United States (NSA) Year over Year
4036 MSPUS_Log Log of Median Sales Price of Houses Sold for the United States (NSA)
4037 MSPUS_mva365 Median Sales Price of Houses Sold for the United States (NSA) 365 Day MA
4038 MSPUS_mva200 Median Sales Price of Houses Sold for the United States (NSA) 200 Day MA
4039 MSPUS_mva050 Median Sales Price of Houses Sold for the United States (NSA) 50 Day MA
4046 UMDMNO_Log Log of Manufacturers’ New Orders: Durable Goods (NSA)
4048 UMDMNO_mva200 Manufacturers’ New Orders: Durable Goods (NSA) 200 Day MA
4049 UMDMNO_mva050 Manufacturers’ New Orders: Durable Goods (NSA) 50 Day MA
4055 DGORDER_SmoothDer Derivative of Smoothed Manufacturers’ New Orders: Durable Goods (SA)
4056 DGORDER_Log Log of Manufacturers’ New Orders: Durable Goods (SA)
4057 DGORDER_mva365 Manufacturers’ New Orders: Durable Goods (SA) 365 Day MA
4058 DGORDER_mva200 Manufacturers’ New Orders: Durable Goods (SA) 200 Day MA
4059 DGORDER_mva050 Manufacturers’ New Orders: Durable Goods (SA) 50 Day MA
4065 CSUSHPINSA_SmoothDer Derivative of Smoothed S&P/Case-Shiller U.S. National Home Price Index (NSA)
4066 CSUSHPINSA_Log Log of S&P/Case-Shiller U.S. National Home Price Index (NSA)
4067 CSUSHPINSA_mva365 S&P/Case-Shiller U.S. National Home Price Index (NSA) 365 Day MA
4068 CSUSHPINSA_mva200 S&P/Case-Shiller U.S. National Home Price Index (NSA) 200 Day MA
4069 CSUSHPINSA_mva050 S&P/Case-Shiller U.S. National Home Price Index (NSA) 50 Day MA
4070 GFDEGDQ188S_YoY Federal Debt: Total Public Debt as Percent of Gross Domestic Product Year over Year
4071 GFDEGDQ188S_YoY4 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 4 Year over 4 Year
4076 GFDEGDQ188S_Log Log of Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4077 GFDEGDQ188S_mva365 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 365 Day MA
4078 GFDEGDQ188S_mva200 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 200 Day MA
4079 GFDEGDQ188S_mva050 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 50 Day MA
4084 FYFSD_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit
4086 FYFSD_Log Log of Federal Surplus or Deficit
4088 FYFSD_mva200 Federal Surplus or Deficit 200 Day MA
4089 FYFSD_mva050 Federal Surplus or Deficit 50 Day MA
4090 FYFSGDA188S_YoY Federal Surplus or Deficit [-] as Percent of Gross Domestic Product Year over Year
4091 FYFSGDA188S_YoY4 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 4 Year over 4 Year
4094 FYFSGDA188S_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4096 FYFSGDA188S_Log Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4097 FYFSGDA188S_mva365 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 365 Day MA
4098 FYFSGDA188S_mva200 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA
4099 FYFSGDA188S_mva050 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA
4105 GDX.Open_SmoothDer Derivative of Smoothed
4106 GDX.Open_Log Log of
4109 GDX.Open_mva050 50 Day MA
4115 GDX.High_SmoothDer Derivative of Smoothed
4116 GDX.High_Log Log of
4119 GDX.High_mva050 50 Day MA
4125 GDX.Low_SmoothDer Derivative of Smoothed
4126 GDX.Low_Log Log of
4129 GDX.Low_mva050 50 Day MA
4135 GDX.Close_SmoothDer Derivative of Smoothed
4136 GDX.Close_Log Log of
4139 GDX.Close_mva050 50 Day MA
4143 GDX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4146 GDX.Volume_Log Log of
4147 GDX.Volume_mva365 365 Day MA
4148 GDX.Volume_mva200 200 Day MA
4149 GDX.Volume_mva050 50 Day MA
4155 GDX.Adjusted_SmoothDer Derivative of Smoothed
4156 GDX.Adjusted_Log Log of
4159 GDX.Adjusted_mva050 50 Day MA
4163 XLE.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4166 XLE.Open_Log Log of
4169 XLE.Open_mva050 50 Day MA
4173 XLE.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4176 XLE.High_Log Log of
4178 XLE.High_mva200 200 Day MA
4179 XLE.High_mva050 50 Day MA
4183 XLE.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4186 XLE.Low_Log Log of
4189 XLE.Low_mva050 50 Day MA
4193 XLE.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4196 XLE.Close_Log Log of
4198 XLE.Close_mva200 200 Day MA
4199 XLE.Close_mva050 50 Day MA
4203 XLE.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4205 XLE.Volume_SmoothDer Derivative of Smoothed
4206 XLE.Volume_Log Log of
4209 XLE.Volume_mva050 50 Day MA
4213 XLE.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4216 XLE.Adjusted_Log Log of
4218 XLE.Adjusted_mva200 200 Day MA
4219 XLE.Adjusted_mva050 50 Day MA
4226 GSG.Open_Log Log of
4229 GSG.Open_mva050 50 Day MA
4233 GSG.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4236 GSG.High_Log Log of
4239 GSG.High_mva050 50 Day MA
4243 GSG.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4246 GSG.Low_Log Log of
4249 GSG.Low_mva050 50 Day MA
4253 GSG.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4256 GSG.Close_Log Log of
4259 GSG.Close_mva050 50 Day MA
4265 GSG.Volume_SmoothDer Derivative of Smoothed
4266 GSG.Volume_Log Log of
4269 GSG.Volume_mva050 50 Day MA
4273 GSG.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4276 GSG.Adjusted_Log Log of
4279 GSG.Adjusted_mva050 50 Day MA
4280 WALCL_YoY All Federal Reserve Banks: Total Assets Year over Year
4286 WALCL_Log Log of All Federal Reserve Banks: Total Assets
4289 WALCL_mva050 All Federal Reserve Banks: Total Assets 50 Day MA
4290 OUTMS_YoY Manufacturing Sector: Real Output Year over Year
4292 OUTMS_YoY5 Manufacturing Sector: Real Output 5 Year over 5 Year
4296 OUTMS_Log Log of Manufacturing Sector: Real Output
4297 OUTMS_mva365 Manufacturing Sector: Real Output 365 Day MA
4298 OUTMS_mva200 Manufacturing Sector: Real Output 200 Day MA
4299 OUTMS_mva050 Manufacturing Sector: Real Output 50 Day MA
4306 MANEMP_Log Log of All Employees: Manufacturing
4307 MANEMP_mva365 All Employees: Manufacturing 365 Day MA
4308 MANEMP_mva200 All Employees: Manufacturing 200 Day MA
4309 MANEMP_mva050 All Employees: Manufacturing 50 Day MA
4310 PRS30006163_YoY Manufacturing Sector: Real Output Per Person Year over Year
4312 PRS30006163_YoY5 Manufacturing Sector: Real Output Per Person 5 Year over 5 Year
4316 PRS30006163_Log Log of Manufacturing Sector: Real Output Per Person
4317 PRS30006163_mva365 Manufacturing Sector: Real Output Per Person 365 Day MA
4318 PRS30006163_mva200 Manufacturing Sector: Real Output Per Person 200 Day MA
4319 PRS30006163_mva050 Manufacturing Sector: Real Output Per Person 50 Day MA
4321 BAMLC0A3CA_YoY4 ICE BofAML US Corporate A Option-Adjusted Spread 4 Year over 4 Year
4322 BAMLC0A3CA_YoY5 ICE BofAML US Corporate A Option-Adjusted Spread 5 Year over 5 Year
4323 BAMLC0A3CA_Smooth Savitsky-Golay Smoothed (p=3, n=365) ICE BofAML US Corporate A Option-Adjusted Spread
4326 BAMLC0A3CA_Log Log of ICE BofAML US Corporate A Option-Adjusted Spread
4328 BAMLC0A3CA_mva200 ICE BofAML US Corporate A Option-Adjusted Spread 200 Day MA
4329 BAMLC0A3CA_mva050 ICE BofAML US Corporate A Option-Adjusted Spread 50 Day MA
4332 AAA_YoY5 Moody’s Seasoned Aaa Corporate Bond Yield 5 Year over 5 Year
4336 AAA_Log Log of Moody’s Seasoned Aaa Corporate Bond Yield
4338 AAA_mva200 Moody’s Seasoned Aaa Corporate Bond Yield 200 Day MA
4339 AAA_mva050 Moody’s Seasoned Aaa Corporate Bond Yield 50 Day MA
4346 SOFR_Log Log of Secured Overnight Financing Rate
4347 SOFR_mva365 Secured Overnight Financing Rate 365 Day MA
4349 SOFR_mva050 Secured Overnight Financing Rate 50 Day MA
4355 SOFRVOL_SmoothDer Derivative of Smoothed Secured Overnight Financing Volume
4356 SOFRVOL_Log Log of Secured Overnight Financing Volume
4357 SOFRVOL_mva365 Secured Overnight Financing Volume 365 Day MA
4359 SOFRVOL_mva050 Secured Overnight Financing Volume 50 Day MA
4365 SOFR99_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile
4366 SOFR99_Log Log of Secured Overnight Financing Rate: 99th Percentile
4369 SOFR99_mva050 Secured Overnight Financing Rate: 99th Percentile 50 Day MA
4375 SOFR75_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 75th Percentile
4376 SOFR75_Log Log of Secured Overnight Financing Rate: 75th Percentile
4379 SOFR75_mva050 Secured Overnight Financing Rate: 75th Percentile 50 Day MA
4386 SOFR25_Log Log of Secured Overnight Financing Rate: 25th Percentile
4389 SOFR25_mva050 Secured Overnight Financing Rate: 25th Percentile 50 Day MA
4391 SOFR1_YoY4 Secured Overnight Financing Rate: 1st Percentile 4 Year over 4 Year
4395 SOFR1_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 1st Percentile
4396 SOFR1_Log Log of Secured Overnight Financing Rate: 1st Percentile
4397 SOFR1_mva365 Secured Overnight Financing Rate: 1st Percentile 365 Day MA
4398 SOFR1_mva200 Secured Overnight Financing Rate: 1st Percentile 200 Day MA
4399 SOFR1_mva050 Secured Overnight Financing Rate: 1st Percentile 50 Day MA
4401 OBFR_YoY4 Overnight Bank Funding Rate 4 Year over 4 Year
4405 OBFR_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate
4406 OBFR_Log Log of Overnight Bank Funding Rate
4407 OBFR_mva365 Overnight Bank Funding Rate 365 Day MA
4408 OBFR_mva200 Overnight Bank Funding Rate 200 Day MA
4409 OBFR_mva050 Overnight Bank Funding Rate 50 Day MA
4415 OBFR99_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 99th Percentile
4416 OBFR99_Log Log of Overnight Bank Funding Rate: 99th Percentile
4419 OBFR99_mva050 Overnight Bank Funding Rate: 99th Percentile 50 Day MA
4426 OBFR75_Log Log of Overnight Bank Funding Rate: 75th Percentile
4427 OBFR75_mva365 Overnight Bank Funding Rate: 75th Percentile 365 Day MA
4428 OBFR75_mva200 Overnight Bank Funding Rate: 75th Percentile 200 Day MA
4429 OBFR75_mva050 Overnight Bank Funding Rate: 75th Percentile 50 Day MA
4431 OBFR25_YoY4 Overnight Bank Funding Rate: 25th Percentile 4 Year over 4 Year
4432 OBFR25_YoY5 Overnight Bank Funding Rate: 25th Percentile 5 Year over 5 Year
4436 OBFR25_Log Log of Overnight Bank Funding Rate: 25th Percentile
4437 OBFR25_mva365 Overnight Bank Funding Rate: 25th Percentile 365 Day MA
4438 OBFR25_mva200 Overnight Bank Funding Rate: 25th Percentile 200 Day MA
4439 OBFR25_mva050 Overnight Bank Funding Rate: 25th Percentile 50 Day MA
4441 OBFR1_YoY4 Overnight Bank Funding Rate: 1st Percentile 4 Year over 4 Year
4443 OBFR1_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 1st Percentile
4446 OBFR1_Log Log of Overnight Bank Funding Rate: 1st Percentile
4447 OBFR1_mva365 Overnight Bank Funding Rate: 1st Percentile 365 Day MA
4448 OBFR1_mva200 Overnight Bank Funding Rate: 1st Percentile 200 Day MA
4449 OBFR1_mva050 Overnight Bank Funding Rate: 1st Percentile 50 Day MA
4450 RPONTSYD_YoY Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations Year over Year
4451 RPONTSYD_YoY4 Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations 4 Year over 4 Year
4452 RPONTSYD_YoY5 Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations 5 Year over 5 Year
4453 RPONTSYD_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4454 RPONTSYD_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4455 RPONTSYD_SmoothDer Derivative of Smoothed Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4456 RPONTSYD_Log Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4459 RPONTSYD_mva050 Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations 50 Day MA
4460 IOER_YoY Interest Rate on Excess Reserves Year over Year
4461 IOER_YoY4 Interest Rate on Excess Reserves 4 Year over 4 Year
4462 IOER_YoY5 Interest Rate on Excess Reserves 5 Year over 5 Year
4466 IOER_Log Log of Interest Rate on Excess Reserves
4467 IOER_mva365 Interest Rate on Excess Reserves 365 Day MA
4468 IOER_mva200 Interest Rate on Excess Reserves 200 Day MA
4469 IOER_mva050 Interest Rate on Excess Reserves 50 Day MA
4475 WRESBAL_SmoothDer Derivative of Smoothed Reserve Balances with Federal Reserve Banks
4476 WRESBAL_Log Log of Reserve Balances with Federal Reserve Banks
4479 WRESBAL_mva050 Reserve Balances with Federal Reserve Banks 50 Day MA
4480 EXCSRESNW_YoY Excess Reserves of Depository Institutions Year over Year
4486 EXCSRESNW_Log Log of Excess Reserves of Depository Institutions
4487 EXCSRESNW_mva365 Excess Reserves of Depository Institutions 365 Day MA
4488 EXCSRESNW_mva200 Excess Reserves of Depository Institutions 200 Day MA
4489 EXCSRESNW_mva050 Excess Reserves of Depository Institutions 50 Day MA
4490 ECBASSETS_YoY Central Bank Assets for Euro Area (11-19 Countries) Year over Year
4491 ECBASSETS_YoY4 Central Bank Assets for Euro Area (11-19 Countries) 4 Year over 4 Year
4496 ECBASSETS_Log Log of Central Bank Assets for Euro Area (11-19 Countries)
4497 ECBASSETS_mva365 Central Bank Assets for Euro Area (11-19 Countries) 365 Day MA
4498 ECBASSETS_mva200 Central Bank Assets for Euro Area (11-19 Countries) 200 Day MA
4499 ECBASSETS_mva050 Central Bank Assets for Euro Area (11-19 Countries) 50 Day MA
4500 EUNNGDP_YoY Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) Year over Year
4502 EUNNGDP_YoY5 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 5 Year over 5 Year
4506 EUNNGDP_Log Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
4507 EUNNGDP_mva365 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 365 Day MA
4508 EUNNGDP_mva200 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA
4509 EUNNGDP_mva050 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA
4512 CEU0600000007_YoY5 Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 5 Year over 5 Year
4516 CEU0600000007_Log Log of Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing
4518 CEU0600000007_mva200 Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 200 Day MA
4519 CEU0600000007_mva050 Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 50 Day MA
4520 CURRENCY_YoY Currency Component of M1 (Seasonally Adjusted) Year over Year
4526 CURRENCY_Log Log of Currency Component of M1 (Seasonally Adjusted)
4527 CURRENCY_mva365 Currency Component of M1 (Seasonally Adjusted) 365 Day MA
4528 CURRENCY_mva200 Currency Component of M1 (Seasonally Adjusted) 200 Day MA
4529 CURRENCY_mva050 Currency Component of M1 (Seasonally Adjusted) 50 Day MA
4536 WCURRNS_Log Log of Currency Component of M1
4538 WCURRNS_mva200 Currency Component of M1 200 Day MA
4539 WCURRNS_mva050 Currency Component of M1 50 Day MA
4545 BOGMBASE_SmoothDer Derivative of Smoothed Monetary Base; Total
4546 BOGMBASE_Log Log of Monetary Base; Total
4547 BOGMBASE_mva365 Monetary Base; Total 365 Day MA
4548 BOGMBASE_mva200 Monetary Base; Total 200 Day MA
4549 BOGMBASE_mva050 Monetary Base; Total 50 Day MA
4550 PRS88003193_YoY Nonfinancial Corporations Sector: Unit Profits Year over Year
4552 PRS88003193_YoY5 Nonfinancial Corporations Sector: Unit Profits 5 Year over 5 Year
4556 PRS88003193_Log Log of Nonfinancial Corporations Sector: Unit Profits
4557 PRS88003193_mva365 Nonfinancial Corporations Sector: Unit Profits 365 Day MA
4558 PRS88003193_mva200 Nonfinancial Corporations Sector: Unit Profits 200 Day MA
4559 PRS88003193_mva050 Nonfinancial Corporations Sector: Unit Profits 50 Day MA
4560 PPIACO_YoY Producer Price Index for All Commodities Year over Year
4566 PPIACO_Log Log of Producer Price Index for All Commodities
4568 PPIACO_mva200 Producer Price Index for All Commodities 200 Day MA
4569 PPIACO_mva050 Producer Price Index for All Commodities 50 Day MA
4576 PCUOMFGOMFG_Log Log of Producer Price Index by Industry: Total Manufacturing Industries
4578 PCUOMFGOMFG_mva200 Producer Price Index by Industry: Total Manufacturing Industries 200 Day MA
4579 PCUOMFGOMFG_mva050 Producer Price Index by Industry: Total Manufacturing Industries 50 Day MA
4590 POPTHM_SmoothDer Derivative of Smoothed Population (U.S.)
4591 POPTHM_SmoothDer Derivative of Smoothed Population (U.S.)
4592 POPTHM_Log Log of Population (U.S.)
4593 POPTHM_Log Log of Population (U.S.)
4594 POPTHM_mva365 Population (U.S.) 365 Day MA
4595 POPTHM_mva365 Population (U.S.) 365 Day MA
4596 POPTHM_mva200 Population (U.S.) 200 Day MA
4597 POPTHM_mva200 Population (U.S.) 200 Day MA
4598 POPTHM_mva050 Population (U.S.) 50 Day MA
4599 POPTHM_mva050 Population (U.S.) 50 Day MA
4610 POPTHM.1_SmoothDer Derivative of Smoothed
4611 POPTHM.1_SmoothDer Derivative of Smoothed
4612 POPTHM.1_Log Log of
4613 POPTHM.1_Log Log of
4614 POPTHM.1_mva365 365 Day MA
4615 POPTHM.1_mva365 365 Day MA
4616 POPTHM.1_mva200 200 Day MA
4617 POPTHM.1_mva200 200 Day MA
4618 POPTHM.1_mva050 50 Day MA
4619 POPTHM.1_mva050 50 Day MA
4621 CLF16OV_YoY4 Civilian Labor Force Level, SA 4 Year over 4 Year
4625 CLF16OV_SmoothDer Derivative of Smoothed Civilian Labor Force Level, SA
4626 CLF16OV_Log Log of Civilian Labor Force Level, SA
4627 CLF16OV_mva365 Civilian Labor Force Level, SA 365 Day MA
4628 CLF16OV_mva200 Civilian Labor Force Level, SA 200 Day MA
4629 CLF16OV_mva050 Civilian Labor Force Level, SA 50 Day MA
4631 LNU01000000_YoY4 Civilian Labor Force Level, NSA 4 Year over 4 Year
4632 LNU01000000_YoY5 Civilian Labor Force Level, NSA 5 Year over 5 Year
4635 LNU01000000_SmoothDer Derivative of Smoothed Civilian Labor Force Level, NSA
4636 LNU01000000_Log Log of Civilian Labor Force Level, NSA
4637 LNU01000000_mva365 Civilian Labor Force Level, NSA 365 Day MA
4638 LNU01000000_mva200 Civilian Labor Force Level, NSA 200 Day MA
4639 LNU01000000_mva050 Civilian Labor Force Level, NSA 50 Day MA
4640 LNU03000000_YoY Unemployment Level (NSA) Year over Year
4646 LNU03000000_Log Log of Unemployment Level (NSA)
4648 LNU03000000_mva200 Unemployment Level (NSA) 200 Day MA
4649 LNU03000000_mva050 Unemployment Level (NSA) 50 Day MA
4651 UNEMPLOY_YoY4 Unemployment Level, seasonally adjusted 4 Year over 4 Year
4656 UNEMPLOY_Log Log of Unemployment Level, seasonally adjusted
4658 UNEMPLOY_mva200 Unemployment Level, seasonally adjusted 200 Day MA
4659 UNEMPLOY_mva050 Unemployment Level, seasonally adjusted 50 Day MA
4665 RSAFS_SmoothDer Derivative of Smoothed Advance Retail Sales: Retail and Food Services
4666 RSAFS_Log Log of Advance Retail Sales: Retail and Food Services
4667 RSAFS_mva365 Advance Retail Sales: Retail and Food Services 365 Day MA
4668 RSAFS_mva200 Advance Retail Sales: Retail and Food Services 200 Day MA
4669 RSAFS_mva050 Advance Retail Sales: Retail and Food Services 50 Day MA
4670 FRGSHPUSM649NCIS_YoY Cass Freight Index: Shipments Year over Year
4672 FRGSHPUSM649NCIS_YoY5 Cass Freight Index: Shipments 5 Year over 5 Year
4676 FRGSHPUSM649NCIS_Log Log of Cass Freight Index: Shipments
4678 FRGSHPUSM649NCIS_mva200 Cass Freight Index: Shipments 200 Day MA
4679 FRGSHPUSM649NCIS_mva050 Cass Freight Index: Shipments 50 Day MA
4684 BOPGTB_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Trade Balance: Goods, Balance of Payments Basis (SA)
4686 BOPGTB_Log Log of Trade Balance: Goods, Balance of Payments Basis (SA)
4688 BOPGTB_mva200 Trade Balance: Goods, Balance of Payments Basis (SA) 200 Day MA
4689 BOPGTB_mva050 Trade Balance: Goods, Balance of Payments Basis (SA) 50 Day MA
4692 TERMCBPER24NS_YoY5 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 5 Year over 5 Year
4696 TERMCBPER24NS_Log Log of Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4697 TERMCBPER24NS_mva365 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 365 Day MA
4698 TERMCBPER24NS_mva200 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 200 Day MA
4699 TERMCBPER24NS_mva050 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 50 Day MA
4700 A065RC1A027NBEA_YoY Personal income (NSA) Year over Year
4706 A065RC1A027NBEA_Log Log of Personal income (NSA)
4707 A065RC1A027NBEA_mva365 Personal income (NSA) 365 Day MA
4708 A065RC1A027NBEA_mva200 Personal income (NSA) 200 Day MA
4709 A065RC1A027NBEA_mva050 Personal income (NSA) 50 Day MA
4715 PI_SmoothDer Derivative of Smoothed Personal income (SA)
4716 PI_Log Log of Personal income (SA)
4717 PI_mva365 Personal income (SA) 365 Day MA
4718 PI_mva200 Personal income (SA) 200 Day MA
4719 PI_mva050 Personal income (SA) 50 Day MA
4725 PCE_SmoothDer Derivative of Smoothed Personal Consumption Expenditures (SA)
4726 PCE_Log Log of Personal Consumption Expenditures (SA)
4727 PCE_mva365 Personal Consumption Expenditures (SA) 365 Day MA
4728 PCE_mva200 Personal Consumption Expenditures (SA) 200 Day MA
4729 PCE_mva050 Personal Consumption Expenditures (SA) 50 Day MA
4730 A053RC1Q027SBEA_YoY National income: Corporate profits before tax (without IVA and CCAdj) Year over Year
4732 A053RC1Q027SBEA_YoY5 National income: Corporate profits before tax (without IVA and CCAdj) 5 Year over 5 Year
4736 A053RC1Q027SBEA_Log Log of National income: Corporate profits before tax (without IVA and CCAdj)
4737 A053RC1Q027SBEA_mva365 National income: Corporate profits before tax (without IVA and CCAdj) 365 Day MA
4738 A053RC1Q027SBEA_mva200 National income: Corporate profits before tax (without IVA and CCAdj) 200 Day MA
4739 A053RC1Q027SBEA_mva050 National income: Corporate profits before tax (without IVA and CCAdj) 50 Day MA
4740 CPROFIT_YoY Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) Year over Year
4742 CPROFIT_YoY5 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 5 Year over 5 Year
4746 CPROFIT_Log Log of Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
4747 CPROFIT_mva365 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 365 Day MA
4748 CPROFIT_mva200 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 200 Day MA
4749 CPROFIT_mva050 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 50 Day MA
4755 SPY.Open_SmoothDer Derivative of Smoothed
4756 SPY.Open_Log Log of
4759 SPY.Open_mva050 50 Day MA
4765 SPY.High_SmoothDer Derivative of Smoothed
4766 SPY.High_Log Log of
4769 SPY.High_mva050 50 Day MA
4775 SPY.Low_SmoothDer Derivative of Smoothed
4776 SPY.Low_Log Log of
4779 SPY.Low_mva050 50 Day MA
4785 SPY.Close_SmoothDer Derivative of Smoothed
4786 SPY.Close_Log Log of
4789 SPY.Close_mva050 50 Day MA
4796 SPY.Volume_Log Log of
4799 SPY.Volume_mva050 50 Day MA
4805 SPY.Adjusted_SmoothDer Derivative of Smoothed
4806 SPY.Adjusted_Log Log of
4809 SPY.Adjusted_mva050 50 Day MA
4816 MDY.Open_Log Log of
4819 MDY.Open_mva050 50 Day MA
4826 MDY.High_Log Log of
4829 MDY.High_mva050 50 Day MA
4836 MDY.Low_Log Log of
4839 MDY.Low_mva050 50 Day MA
4846 MDY.Close_Log Log of
4849 MDY.Close_mva050 50 Day MA
4853 MDY.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4856 MDY.Volume_Log Log of
4857 MDY.Volume_mva365 365 Day MA
4858 MDY.Volume_mva200 200 Day MA
4859 MDY.Volume_mva050 50 Day MA
4866 MDY.Adjusted_Log Log of
4869 MDY.Adjusted_mva050 50 Day MA
4876 EES.Open_Log Log of
4879 EES.Open_mva050 50 Day MA
4886 EES.High_Log Log of
4889 EES.High_mva050 50 Day MA
4896 EES.Low_Log Log of
4899 EES.Low_mva050 50 Day MA
4906 EES.Close_Log Log of
4909 EES.Close_mva050 50 Day MA
4913 EES.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4915 EES.Volume_SmoothDer Derivative of Smoothed
4916 EES.Volume_Log Log of
4919 EES.Volume_mva050 50 Day MA
4926 EES.Adjusted_Log Log of
4929 EES.Adjusted_mva050 50 Day MA
4936 IJR.Open_Log Log of
4939 IJR.Open_mva050 50 Day MA
4946 IJR.High_Log Log of
4949 IJR.High_mva050 50 Day MA
4956 IJR.Low_Log Log of
4959 IJR.Low_mva050 50 Day MA
4966 IJR.Close_Log Log of
4969 IJR.Close_mva050 50 Day MA
4973 IJR.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4976 IJR.Volume_Log Log of
4977 IJR.Volume_mva365 365 Day MA
4978 IJR.Volume_mva200 200 Day MA
4979 IJR.Volume_mva050 50 Day MA
4986 IJR.Adjusted_Log Log of
4989 IJR.Adjusted_mva050 50 Day MA
4995 VGSTX.Open_SmoothDer Derivative of Smoothed
4996 VGSTX.Open_Log Log of
4999 VGSTX.Open_mva050 50 Day MA
5005 VGSTX.High_SmoothDer Derivative of Smoothed
5006 VGSTX.High_Log Log of
5009 VGSTX.High_mva050 50 Day MA
5015 VGSTX.Low_SmoothDer Derivative of Smoothed
5016 VGSTX.Low_Log Log of
5019 VGSTX.Low_mva050 50 Day MA
5025 VGSTX.Close_SmoothDer Derivative of Smoothed
5026 VGSTX.Close_Log Log of
5029 VGSTX.Close_mva050 50 Day MA
5030 VGSTX.Volume_YoY Year over Year
5031 VGSTX.Volume_YoY4 4 Year over 4 Year
5032 VGSTX.Volume_YoY5 5 Year over 5 Year
5033 VGSTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5034 VGSTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5035 VGSTX.Volume_SmoothDer Derivative of Smoothed
5036 VGSTX.Volume_Log Log of
5037 VGSTX.Volume_mva365 365 Day MA
5038 VGSTX.Volume_mva200 200 Day MA
5039 VGSTX.Volume_mva050 50 Day MA
5045 VGSTX.Adjusted_SmoothDer Derivative of Smoothed
5046 VGSTX.Adjusted_Log Log of
5049 VGSTX.Adjusted_mva050 50 Day MA
5055 VFINX.Open_SmoothDer Derivative of Smoothed
5056 VFINX.Open_Log Log of
5059 VFINX.Open_mva050 50 Day MA
5065 VFINX.High_SmoothDer Derivative of Smoothed
5066 VFINX.High_Log Log of
5069 VFINX.High_mva050 50 Day MA
5075 VFINX.Low_SmoothDer Derivative of Smoothed
5076 VFINX.Low_Log Log of
5079 VFINX.Low_mva050 50 Day MA
5085 VFINX.Close_SmoothDer Derivative of Smoothed
5086 VFINX.Close_Log Log of
5089 VFINX.Close_mva050 50 Day MA
5090 VFINX.Volume_YoY Year over Year
5091 VFINX.Volume_YoY4 4 Year over 4 Year
5092 VFINX.Volume_YoY5 5 Year over 5 Year
5093 VFINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5094 VFINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5095 VFINX.Volume_SmoothDer Derivative of Smoothed
5096 VFINX.Volume_Log Log of
5097 VFINX.Volume_mva365 365 Day MA
5098 VFINX.Volume_mva200 200 Day MA
5099 VFINX.Volume_mva050 50 Day MA
5105 VFINX.Adjusted_SmoothDer Derivative of Smoothed
5106 VFINX.Adjusted_Log Log of
5109 VFINX.Adjusted_mva050 50 Day MA
5113 VOE.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5116 VOE.Open_Log Log of
5119 VOE.Open_mva050 50 Day MA
5126 VOE.High_Log Log of
5129 VOE.High_mva050 50 Day MA
5136 VOE.Low_Log Log of
5139 VOE.Low_mva050 50 Day MA
5146 VOE.Close_Log Log of
5149 VOE.Close_mva050 50 Day MA
5155 VOE.Volume_SmoothDer Derivative of Smoothed
5156 VOE.Volume_Log Log of
5159 VOE.Volume_mva050 50 Day MA
5166 VOE.Adjusted_Log Log of
5169 VOE.Adjusted_mva050 50 Day MA
5176 VOT.Open_Log Log of
5179 VOT.Open_mva050 50 Day MA
5186 VOT.High_Log Log of
5189 VOT.High_mva050 50 Day MA
5196 VOT.Low_Log Log of
5199 VOT.Low_mva050 50 Day MA
5206 VOT.Close_Log Log of
5209 VOT.Close_mva050 50 Day MA
5215 VOT.Volume_SmoothDer Derivative of Smoothed
5216 VOT.Volume_Log Log of
5217 VOT.Volume_mva365 365 Day MA
5219 VOT.Volume_mva050 50 Day MA
5226 VOT.Adjusted_Log Log of
5229 VOT.Adjusted_mva050 50 Day MA
5230 TMFGX.Open_YoY Year over Year
5236 TMFGX.Open_Log Log of
5237 TMFGX.Open_mva365 365 Day MA
5238 TMFGX.Open_mva200 200 Day MA
5239 TMFGX.Open_mva050 50 Day MA
5240 TMFGX.High_YoY Year over Year
5246 TMFGX.High_Log Log of
5247 TMFGX.High_mva365 365 Day MA
5248 TMFGX.High_mva200 200 Day MA
5249 TMFGX.High_mva050 50 Day MA
5250 TMFGX.Low_YoY Year over Year
5256 TMFGX.Low_Log Log of
5257 TMFGX.Low_mva365 365 Day MA
5258 TMFGX.Low_mva200 200 Day MA
5259 TMFGX.Low_mva050 50 Day MA
5260 TMFGX.Close_YoY Year over Year
5266 TMFGX.Close_Log Log of
5267 TMFGX.Close_mva365 365 Day MA
5268 TMFGX.Close_mva200 200 Day MA
5269 TMFGX.Close_mva050 50 Day MA
5270 TMFGX.Volume_YoY Year over Year
5271 TMFGX.Volume_YoY4 4 Year over 4 Year
5272 TMFGX.Volume_YoY5 5 Year over 5 Year
5273 TMFGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5274 TMFGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5275 TMFGX.Volume_SmoothDer Derivative of Smoothed
5276 TMFGX.Volume_Log Log of
5277 TMFGX.Volume_mva365 365 Day MA
5278 TMFGX.Volume_mva200 200 Day MA
5279 TMFGX.Volume_mva050 50 Day MA
5280 TMFGX.Adjusted_YoY Year over Year
5286 TMFGX.Adjusted_Log Log of
5287 TMFGX.Adjusted_mva365 365 Day MA
5288 TMFGX.Adjusted_mva200 200 Day MA
5289 TMFGX.Adjusted_mva050 50 Day MA
5296 IWM.Open_Log Log of
5299 IWM.Open_mva050 50 Day MA
5306 IWM.High_Log Log of
5309 IWM.High_mva050 50 Day MA
5316 IWM.Low_Log Log of
5319 IWM.Low_mva050 50 Day MA
5326 IWM.Close_Log Log of
5329 IWM.Close_mva050 50 Day MA
5333 IWM.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5335 IWM.Volume_SmoothDer Derivative of Smoothed
5336 IWM.Volume_Log Log of
5337 IWM.Volume_mva365 365 Day MA
5338 IWM.Volume_mva200 200 Day MA
5339 IWM.Volume_mva050 50 Day MA
5346 IWM.Adjusted_Log Log of
5349 IWM.Adjusted_mva050 50 Day MA
5355 ONEQ.Open_SmoothDer Derivative of Smoothed
5356 ONEQ.Open_Log Log of
5359 ONEQ.Open_mva050 50 Day MA
5365 ONEQ.High_SmoothDer Derivative of Smoothed
5366 ONEQ.High_Log Log of
5369 ONEQ.High_mva050 50 Day MA
5375 ONEQ.Low_SmoothDer Derivative of Smoothed
5376 ONEQ.Low_Log Log of
5379 ONEQ.Low_mva050 50 Day MA
5385 ONEQ.Close_SmoothDer Derivative of Smoothed
5386 ONEQ.Close_Log Log of
5389 ONEQ.Close_mva050 50 Day MA
5396 ONEQ.Volume_Log Log of
5399 ONEQ.Volume_mva050 50 Day MA
5405 ONEQ.Adjusted_SmoothDer Derivative of Smoothed
5406 ONEQ.Adjusted_Log Log of
5409 ONEQ.Adjusted_mva050 50 Day MA
5416 FSMAX.Open_Log Log of
5419 FSMAX.Open_mva050 50 Day MA
5426 FSMAX.High_Log Log of
5429 FSMAX.High_mva050 50 Day MA
5436 FSMAX.Low_Log Log of
5439 FSMAX.Low_mva050 50 Day MA
5446 FSMAX.Close_Log Log of
5449 FSMAX.Close_mva050 50 Day MA
5450 FSMAX.Volume_YoY Year over Year
5451 FSMAX.Volume_YoY4 4 Year over 4 Year
5452 FSMAX.Volume_YoY5 5 Year over 5 Year
5453 FSMAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5454 FSMAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5455 FSMAX.Volume_SmoothDer Derivative of Smoothed
5456 FSMAX.Volume_Log Log of
5457 FSMAX.Volume_mva365 365 Day MA
5458 FSMAX.Volume_mva200 200 Day MA
5459 FSMAX.Volume_mva050 50 Day MA
5466 FSMAX.Adjusted_Log Log of
5469 FSMAX.Adjusted_mva050 50 Day MA
5473 FXNAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5476 FXNAX.Open_Log Log of
5479 FXNAX.Open_mva050 50 Day MA
5483 FXNAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5486 FXNAX.High_Log Log of
5489 FXNAX.High_mva050 50 Day MA
5493 FXNAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5496 FXNAX.Low_Log Log of
5499 FXNAX.Low_mva050 50 Day MA
5503 FXNAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5506 FXNAX.Close_Log Log of
5509 FXNAX.Close_mva050 50 Day MA
5510 FXNAX.Volume_YoY Year over Year
5511 FXNAX.Volume_YoY4 4 Year over 4 Year
5512 FXNAX.Volume_YoY5 5 Year over 5 Year
5513 FXNAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5514 FXNAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5515 FXNAX.Volume_SmoothDer Derivative of Smoothed
5516 FXNAX.Volume_Log Log of
5517 FXNAX.Volume_mva365 365 Day MA
5518 FXNAX.Volume_mva200 200 Day MA
5519 FXNAX.Volume_mva050 50 Day MA
5523 FXNAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5526 FXNAX.Adjusted_Log Log of
5529 FXNAX.Adjusted_mva050 50 Day MA
5536 HAINX.Open_Log Log of
5539 HAINX.Open_mva050 50 Day MA
5546 HAINX.High_Log Log of
5549 HAINX.High_mva050 50 Day MA
5556 HAINX.Low_Log Log of
5559 HAINX.Low_mva050 50 Day MA
5566 HAINX.Close_Log Log of
5569 HAINX.Close_mva050 50 Day MA
5570 HAINX.Volume_YoY Year over Year
5571 HAINX.Volume_YoY4 4 Year over 4 Year
5572 HAINX.Volume_YoY5 5 Year over 5 Year
5573 HAINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5574 HAINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5575 HAINX.Volume_SmoothDer Derivative of Smoothed
5576 HAINX.Volume_Log Log of
5577 HAINX.Volume_mva365 365 Day MA
5578 HAINX.Volume_mva200 200 Day MA
5579 HAINX.Volume_mva050 50 Day MA
5586 HAINX.Adjusted_Log Log of
5589 HAINX.Adjusted_mva050 50 Day MA
5595 HNACX.Open_SmoothDer Derivative of Smoothed
5596 HNACX.Open_Log Log of
5599 HNACX.Open_mva050 50 Day MA
5605 HNACX.High_SmoothDer Derivative of Smoothed
5606 HNACX.High_Log Log of
5609 HNACX.High_mva050 50 Day MA
5615 HNACX.Low_SmoothDer Derivative of Smoothed
5616 HNACX.Low_Log Log of
5619 HNACX.Low_mva050 50 Day MA
5625 HNACX.Close_SmoothDer Derivative of Smoothed
5626 HNACX.Close_Log Log of
5629 HNACX.Close_mva050 50 Day MA
5630 HNACX.Volume_YoY Year over Year
5631 HNACX.Volume_YoY4 4 Year over 4 Year
5632 HNACX.Volume_YoY5 5 Year over 5 Year
5633 HNACX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5634 HNACX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5635 HNACX.Volume_SmoothDer Derivative of Smoothed
5636 HNACX.Volume_Log Log of
5637 HNACX.Volume_mva365 365 Day MA
5638 HNACX.Volume_mva200 200 Day MA
5639 HNACX.Volume_mva050 50 Day MA
5645 HNACX.Adjusted_SmoothDer Derivative of Smoothed
5646 HNACX.Adjusted_Log Log of
5649 HNACX.Adjusted_mva050 50 Day MA
5656 VEU.Open_Log Log of
5659 VEU.Open_mva050 50 Day MA
5666 VEU.High_Log Log of
5669 VEU.High_mva050 50 Day MA
5676 VEU.Low_Log Log of
5679 VEU.Low_mva050 50 Day MA
5686 VEU.Close_Log Log of
5689 VEU.Close_mva050 50 Day MA
5693 VEU.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5695 VEU.Volume_SmoothDer Derivative of Smoothed
5696 VEU.Volume_Log Log of
5697 VEU.Volume_mva365 365 Day MA
5698 VEU.Volume_mva200 200 Day MA
5699 VEU.Volume_mva050 50 Day MA
5706 VEU.Adjusted_Log Log of
5709 VEU.Adjusted_mva050 50 Day MA
5716 VEIRX.Open_Log Log of
5719 VEIRX.Open_mva050 50 Day MA
5726 VEIRX.High_Log Log of
5729 VEIRX.High_mva050 50 Day MA
5736 VEIRX.Low_Log Log of
5739 VEIRX.Low_mva050 50 Day MA
5746 VEIRX.Close_Log Log of
5749 VEIRX.Close_mva050 50 Day MA
5750 VEIRX.Volume_YoY Year over Year
5751 VEIRX.Volume_YoY4 4 Year over 4 Year
5752 VEIRX.Volume_YoY5 5 Year over 5 Year
5753 VEIRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5754 VEIRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5755 VEIRX.Volume_SmoothDer Derivative of Smoothed
5756 VEIRX.Volume_Log Log of
5757 VEIRX.Volume_mva365 365 Day MA
5758 VEIRX.Volume_mva200 200 Day MA
5759 VEIRX.Volume_mva050 50 Day MA
5766 VEIRX.Adjusted_Log Log of
5769 VEIRX.Adjusted_mva050 50 Day MA
5771 BIL.Open_YoY4 4 Year over 4 Year
5773 BIL.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5776 BIL.Open_Log Log of
5778 BIL.Open_mva200 200 Day MA
5779 BIL.Open_mva050 50 Day MA
5781 BIL.High_YoY4 4 Year over 4 Year
5783 BIL.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5786 BIL.High_Log Log of
5788 BIL.High_mva200 200 Day MA
5789 BIL.High_mva050 50 Day MA
5791 BIL.Low_YoY4 4 Year over 4 Year
5793 BIL.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5796 BIL.Low_Log Log of
5798 BIL.Low_mva200 200 Day MA
5799 BIL.Low_mva050 50 Day MA
5803 BIL.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5806 BIL.Close_Log Log of
5808 BIL.Close_mva200 200 Day MA
5809 BIL.Close_mva050 50 Day MA
5815 BIL.Volume_SmoothDer Derivative of Smoothed
5816 BIL.Volume_Log Log of
5819 BIL.Volume_mva050 50 Day MA
5823 BIL.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5825 BIL.Adjusted_SmoothDer Derivative of Smoothed
5826 BIL.Adjusted_Log Log of
5827 BIL.Adjusted_mva365 365 Day MA
5828 BIL.Adjusted_mva200 200 Day MA
5829 BIL.Adjusted_mva050 50 Day MA
5836 IVOO.Open_Log Log of
5839 IVOO.Open_mva050 50 Day MA
5846 IVOO.High_Log Log of
5849 IVOO.High_mva050 50 Day MA
5856 IVOO.Low_Log Log of
5859 IVOO.Low_mva050 50 Day MA
5866 IVOO.Close_Log Log of
5869 IVOO.Close_mva050 50 Day MA
5873 IVOO.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5875 IVOO.Volume_SmoothDer Derivative of Smoothed
5876 IVOO.Volume_Log Log of
5877 IVOO.Volume_mva365 365 Day MA
5878 IVOO.Volume_mva200 200 Day MA
5879 IVOO.Volume_mva050 50 Day MA
5886 IVOO.Adjusted_Log Log of
5889 IVOO.Adjusted_mva050 50 Day MA
5896 VO.Open_Log Log of
5899 VO.Open_mva050 50 Day MA
5906 VO.High_Log Log of
5909 VO.High_mva050 50 Day MA
5916 VO.Low_Log Log of
5919 VO.Low_mva050 50 Day MA
5926 VO.Close_Log Log of
5929 VO.Close_mva050 50 Day MA
5933 VO.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5935 VO.Volume_SmoothDer Derivative of Smoothed
5936 VO.Volume_Log Log of
5937 VO.Volume_mva365 365 Day MA
5938 VO.Volume_mva200 200 Day MA
5939 VO.Volume_mva050 50 Day MA
5946 VO.Adjusted_Log Log of
5949 VO.Adjusted_mva050 50 Day MA
5956 CZA.Open_Log Log of
5959 CZA.Open_mva050 50 Day MA
5963 CZA.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5966 CZA.High_Log Log of
5967 CZA.High_mva365 365 Day MA
5968 CZA.High_mva200 200 Day MA
5969 CZA.High_mva050 50 Day MA
5976 CZA.Low_Log Log of
5979 CZA.Low_mva050 50 Day MA
5986 CZA.Close_Log Log of
5989 CZA.Close_mva050 50 Day MA
5993 CZA.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5996 CZA.Volume_Log Log of
5997 CZA.Volume_mva365 365 Day MA
5998 CZA.Volume_mva200 200 Day MA
5999 CZA.Volume_mva050 50 Day MA
6006 CZA.Adjusted_Log Log of
6009 CZA.Adjusted_mva050 50 Day MA
6013 VYM.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6016 VYM.Open_Log Log of
6017 VYM.Open_mva365 365 Day MA
6018 VYM.Open_mva200 200 Day MA
6019 VYM.Open_mva050 50 Day MA
6026 VYM.High_Log Log of
6027 VYM.High_mva365 365 Day MA
6029 VYM.High_mva050 50 Day MA
6033 VYM.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6036 VYM.Low_Log Log of
6037 VYM.Low_mva365 365 Day MA
6038 VYM.Low_mva200 200 Day MA
6039 VYM.Low_mva050 50 Day MA
6046 VYM.Close_Log Log of
6049 VYM.Close_mva050 50 Day MA
6056 VYM.Volume_Log Log of
6057 VYM.Volume_mva365 365 Day MA
6059 VYM.Volume_mva050 50 Day MA
6066 VYM.Adjusted_Log Log of
6069 VYM.Adjusted_mva050 50 Day MA
6075 ACWI.Open_SmoothDer Derivative of Smoothed
6076 ACWI.Open_Log Log of
6079 ACWI.Open_mva050 50 Day MA
6085 ACWI.High_SmoothDer Derivative of Smoothed
6086 ACWI.High_Log Log of
6089 ACWI.High_mva050 50 Day MA
6095 ACWI.Low_SmoothDer Derivative of Smoothed
6096 ACWI.Low_Log Log of
6099 ACWI.Low_mva050 50 Day MA
6105 ACWI.Close_SmoothDer Derivative of Smoothed
6106 ACWI.Close_Log Log of
6109 ACWI.Close_mva050 50 Day MA
6115 ACWI.Volume_SmoothDer Derivative of Smoothed
6116 ACWI.Volume_Log Log of
6119 ACWI.Volume_mva050 50 Day MA
6125 ACWI.Adjusted_SmoothDer Derivative of Smoothed
6126 ACWI.Adjusted_Log Log of
6129 ACWI.Adjusted_mva050 50 Day MA
6130 SLY.Open_YoY Year over Year
6136 SLY.Open_Log Log of
6137 SLY.Open_mva365 365 Day MA
6138 SLY.Open_mva200 200 Day MA
6139 SLY.Open_mva050 50 Day MA
6140 SLY.High_YoY Year over Year
6146 SLY.High_Log Log of
6147 SLY.High_mva365 365 Day MA
6148 SLY.High_mva200 200 Day MA
6149 SLY.High_mva050 50 Day MA
6150 SLY.Low_YoY Year over Year
6156 SLY.Low_Log Log of
6157 SLY.Low_mva365 365 Day MA
6158 SLY.Low_mva200 200 Day MA
6159 SLY.Low_mva050 50 Day MA
6160 SLY.Close_YoY Year over Year
6166 SLY.Close_Log Log of
6167 SLY.Close_mva365 365 Day MA
6168 SLY.Close_mva200 200 Day MA
6169 SLY.Close_mva050 50 Day MA
6170 SLY.Volume_YoY Year over Year
6176 SLY.Volume_Log Log of
6177 SLY.Volume_mva365 365 Day MA
6178 SLY.Volume_mva200 200 Day MA
6179 SLY.Volume_mva050 50 Day MA
6180 SLY.Adjusted_YoY Year over Year
6186 SLY.Adjusted_Log Log of
6187 SLY.Adjusted_mva365 365 Day MA
6188 SLY.Adjusted_mva200 200 Day MA
6189 SLY.Adjusted_mva050 50 Day MA
6195 QQQ.Open_SmoothDer Derivative of Smoothed
6196 QQQ.Open_Log Log of
6199 QQQ.Open_mva050 50 Day MA
6205 QQQ.High_SmoothDer Derivative of Smoothed
6206 QQQ.High_Log Log of
6209 QQQ.High_mva050 50 Day MA
6215 QQQ.Low_SmoothDer Derivative of Smoothed
6216 QQQ.Low_Log Log of
6219 QQQ.Low_mva050 50 Day MA
6225 QQQ.Close_SmoothDer Derivative of Smoothed
6226 QQQ.Close_Log Log of
6229 QQQ.Close_mva050 50 Day MA
6236 QQQ.Volume_Log Log of
6239 QQQ.Volume_mva050 50 Day MA
6245 QQQ.Adjusted_SmoothDer Derivative of Smoothed
6246 QQQ.Adjusted_Log Log of
6249 QQQ.Adjusted_mva050 50 Day MA
6256 HYMB.Open_Log Log of
6259 HYMB.Open_mva050 50 Day MA
6266 HYMB.High_Log Log of
6269 HYMB.High_mva050 50 Day MA
6276 HYMB.Low_Log Log of
6279 HYMB.Low_mva050 50 Day MA
6286 HYMB.Close_Log Log of
6289 HYMB.Close_mva050 50 Day MA
6293 HYMB.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6295 HYMB.Volume_SmoothDer Derivative of Smoothed
6296 HYMB.Volume_Log Log of
6297 HYMB.Volume_mva365 365 Day MA
6298 HYMB.Volume_mva200 200 Day MA
6299 HYMB.Volume_mva050 50 Day MA
6306 HYMB.Adjusted_Log Log of
6309 HYMB.Adjusted_mva050 50 Day MA
6315 GOLD.Open_SmoothDer Derivative of Smoothed
6316 GOLD.Open_Log Log of
6319 GOLD.Open_mva050 50 Day MA
6325 GOLD.High_SmoothDer Derivative of Smoothed
6326 GOLD.High_Log Log of
6329 GOLD.High_mva050 50 Day MA
6335 GOLD.Low_SmoothDer Derivative of Smoothed
6336 GOLD.Low_Log Log of
6339 GOLD.Low_mva050 50 Day MA
6345 GOLD.Close_SmoothDer Derivative of Smoothed
6346 GOLD.Close_Log Log of
6349 GOLD.Close_mva050 50 Day MA
6353 GOLD.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6356 GOLD.Volume_Log Log of
6357 GOLD.Volume_mva365 365 Day MA
6358 GOLD.Volume_mva200 200 Day MA
6359 GOLD.Volume_mva050 50 Day MA
6365 GOLD.Adjusted_SmoothDer Derivative of Smoothed
6366 GOLD.Adjusted_Log Log of
6369 GOLD.Adjusted_mva050 50 Day MA
6376 BKR.Open_Log Log of
6379 BKR.Open_mva050 50 Day MA
6386 BKR.High_Log Log of
6389 BKR.High_mva050 50 Day MA
6393 BKR.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6396 BKR.Low_Log Log of
6399 BKR.Low_mva050 50 Day MA
6406 BKR.Close_Log Log of
6409 BKR.Close_mva050 50 Day MA
6413 BKR.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6415 BKR.Volume_SmoothDer Derivative of Smoothed
6416 BKR.Volume_Log Log of
6418 BKR.Volume_mva200 200 Day MA
6419 BKR.Volume_mva050 50 Day MA
6426 BKR.Adjusted_Log Log of
6429 BKR.Adjusted_mva050 50 Day MA
6436 SLB.Open_Log Log of
6439 SLB.Open_mva050 50 Day MA
6443 SLB.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6446 SLB.High_Log Log of
6449 SLB.High_mva050 50 Day MA
6456 SLB.Low_Log Log of
6459 SLB.Low_mva050 50 Day MA
6463 SLB.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6466 SLB.Close_Log Log of
6469 SLB.Close_mva050 50 Day MA
6475 SLB.Volume_SmoothDer Derivative of Smoothed
6476 SLB.Volume_Log Log of
6479 SLB.Volume_mva050 50 Day MA
6483 SLB.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6486 SLB.Adjusted_Log Log of
6489 SLB.Adjusted_mva050 50 Day MA
6496 HAL.Open_Log Log of
6499 HAL.Open_mva050 50 Day MA
6503 HAL.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6506 HAL.High_Log Log of
6509 HAL.High_mva050 50 Day MA
6513 HAL.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6516 HAL.Low_Log Log of
6519 HAL.Low_mva050 50 Day MA
6523 HAL.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6526 HAL.Close_Log Log of
6528 HAL.Close_mva200 200 Day MA
6529 HAL.Close_mva050 50 Day MA
6533 HAL.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6536 HAL.Volume_Log Log of
6538 HAL.Volume_mva200 200 Day MA
6539 HAL.Volume_mva050 50 Day MA
6543 HAL.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6546 HAL.Adjusted_Log Log of
6548 HAL.Adjusted_mva200 200 Day MA
6549 HAL.Adjusted_mva050 50 Day MA
6555 IP.Open_SmoothDer Derivative of Smoothed
6556 IP.Open_Log Log of
6559 IP.Open_mva050 50 Day MA
6565 IP.High_SmoothDer Derivative of Smoothed
6566 IP.High_Log Log of
6569 IP.High_mva050 50 Day MA
6575 IP.Low_SmoothDer Derivative of Smoothed
6576 IP.Low_Log Log of
6579 IP.Low_mva050 50 Day MA
6585 IP.Close_SmoothDer Derivative of Smoothed
6586 IP.Close_Log Log of
6589 IP.Close_mva050 50 Day MA
6595 IP.Volume_SmoothDer Derivative of Smoothed
6596 IP.Volume_Log Log of
6599 IP.Volume_mva050 50 Day MA
6605 IP.Adjusted_SmoothDer Derivative of Smoothed
6606 IP.Adjusted_Log Log of
6609 IP.Adjusted_mva050 50 Day MA
6615 PKG.Open_SmoothDer Derivative of Smoothed
6616 PKG.Open_Log Log of
6619 PKG.Open_mva050 50 Day MA
6625 PKG.High_SmoothDer Derivative of Smoothed
6626 PKG.High_Log Log of
6629 PKG.High_mva050 50 Day MA
6635 PKG.Low_SmoothDer Derivative of Smoothed
6636 PKG.Low_Log Log of
6639 PKG.Low_mva050 50 Day MA
6645 PKG.Close_SmoothDer Derivative of Smoothed
6646 PKG.Close_Log Log of
6649 PKG.Close_mva050 50 Day MA
6653 PKG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6655 PKG.Volume_SmoothDer Derivative of Smoothed
6656 PKG.Volume_Log Log of
6657 PKG.Volume_mva365 365 Day MA
6658 PKG.Volume_mva200 200 Day MA
6659 PKG.Volume_mva050 50 Day MA
6665 PKG.Adjusted_SmoothDer Derivative of Smoothed
6666 PKG.Adjusted_Log Log of
6669 PKG.Adjusted_mva050 50 Day MA
6673 UPS.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6676 UPS.Open_Log Log of
6679 UPS.Open_mva050 50 Day MA
6686 UPS.High_Log Log of
6689 UPS.High_mva050 50 Day MA
6696 UPS.Low_Log Log of
6699 UPS.Low_mva050 50 Day MA
6706 UPS.Close_Log Log of
6709 UPS.Close_mva050 50 Day MA
6715 UPS.Volume_SmoothDer Derivative of Smoothed
6716 UPS.Volume_Log Log of
6719 UPS.Volume_mva050 50 Day MA
6726 UPS.Adjusted_Log Log of
6729 UPS.Adjusted_mva050 50 Day MA
6736 FDX.Open_Log Log of
6739 FDX.Open_mva050 50 Day MA
6745 FDX.High_SmoothDer Derivative of Smoothed
6746 FDX.High_Log Log of
6749 FDX.High_mva050 50 Day MA
6756 FDX.Low_Log Log of
6759 FDX.Low_mva050 50 Day MA
6765 FDX.Close_SmoothDer Derivative of Smoothed
6766 FDX.Close_Log Log of
6769 FDX.Close_mva050 50 Day MA
6773 FDX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6775 FDX.Volume_SmoothDer Derivative of Smoothed
6776 FDX.Volume_Log Log of
6779 FDX.Volume_mva050 50 Day MA
6785 FDX.Adjusted_SmoothDer Derivative of Smoothed
6786 FDX.Adjusted_Log Log of
6789 FDX.Adjusted_mva050 50 Day MA
6793 T.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6795 T.Open_SmoothDer Derivative of Smoothed
6796 T.Open_Log Log of
6797 T.Open_mva365 365 Day MA
6798 T.Open_mva200 200 Day MA
6799 T.Open_mva050 50 Day MA
6803 T.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6805 T.High_SmoothDer Derivative of Smoothed
6806 T.High_Log Log of
6807 T.High_mva365 365 Day MA
6808 T.High_mva200 200 Day MA
6809 T.High_mva050 50 Day MA
6813 T.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6815 T.Low_SmoothDer Derivative of Smoothed
6816 T.Low_Log Log of
6817 T.Low_mva365 365 Day MA
6818 T.Low_mva200 200 Day MA
6819 T.Low_mva050 50 Day MA
6823 T.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6825 T.Close_SmoothDer Derivative of Smoothed
6826 T.Close_Log Log of
6827 T.Close_mva365 365 Day MA
6829 T.Close_mva050 50 Day MA
6835 T.Volume_SmoothDer Derivative of Smoothed
6836 T.Volume_Log Log of
6839 T.Volume_mva050 50 Day MA
6843 T.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6845 T.Adjusted_SmoothDer Derivative of Smoothed
6846 T.Adjusted_Log Log of
6847 T.Adjusted_mva365 365 Day MA
6849 T.Adjusted_mva050 50 Day MA
6853 VZ.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6855 VZ.Open_SmoothDer Derivative of Smoothed
6856 VZ.Open_Log Log of
6857 VZ.Open_mva365 365 Day MA
6858 VZ.Open_mva200 200 Day MA
6859 VZ.Open_mva050 50 Day MA
6863 VZ.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6865 VZ.High_SmoothDer Derivative of Smoothed
6866 VZ.High_Log Log of
6867 VZ.High_mva365 365 Day MA
6868 VZ.High_mva200 200 Day MA
6869 VZ.High_mva050 50 Day MA
6873 VZ.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6875 VZ.Low_SmoothDer Derivative of Smoothed
6876 VZ.Low_Log Log of
6877 VZ.Low_mva365 365 Day MA
6878 VZ.Low_mva200 200 Day MA
6879 VZ.Low_mva050 50 Day MA
6883 VZ.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6885 VZ.Close_SmoothDer Derivative of Smoothed
6886 VZ.Close_Log Log of
6887 VZ.Close_mva365 365 Day MA
6888 VZ.Close_mva200 200 Day MA
6889 VZ.Close_mva050 50 Day MA
6893 VZ.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6896 VZ.Volume_Log Log of
6897 VZ.Volume_mva365 365 Day MA
6898 VZ.Volume_mva200 200 Day MA
6899 VZ.Volume_mva050 50 Day MA
6903 VZ.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6905 VZ.Adjusted_SmoothDer Derivative of Smoothed
6906 VZ.Adjusted_Log Log of
6907 VZ.Adjusted_mva365 365 Day MA
6908 VZ.Adjusted_mva200 200 Day MA
6909 VZ.Adjusted_mva050 50 Day MA
6910 ISMMANPMI_YoY Institute of Supply Managment PMI Composite Index Year over Year
6916 ISMMANPMI_Log Log of Institute of Supply Managment PMI Composite Index
6917 ISMMANPMI_mva365 Institute of Supply Managment PMI Composite Index 365 Day MA
6918 ISMMANPMI_mva200 Institute of Supply Managment PMI Composite Index 200 Day MA
6919 ISMMANPMI_mva050 Institute of Supply Managment PMI Composite Index 50 Day MA
6926 MULTPLSP500PERATIOMONTH_Log Log of S&P 500 TTM P/E
6927 MULTPLSP500PERATIOMONTH_mva365 S&P 500 TTM P/E 365 Day MA
6928 MULTPLSP500PERATIOMONTH_mva200 S&P 500 TTM P/E 200 Day MA
6929 MULTPLSP500PERATIOMONTH_mva050 S&P 500 TTM P/E 50 Day MA
6930 MULTPLSP500SALESQUARTER_YoY S&P 500 TTM Sales (Not Inflation Adjusted) Year over Year
6931 MULTPLSP500SALESQUARTER_YoY4 S&P 500 TTM Sales (Not Inflation Adjusted) 4 Year over 4 Year
6936 MULTPLSP500SALESQUARTER_Log Log of S&P 500 TTM Sales (Not Inflation Adjusted)
6937 MULTPLSP500SALESQUARTER_mva365 S&P 500 TTM Sales (Not Inflation Adjusted) 365 Day MA
6938 MULTPLSP500SALESQUARTER_mva200 S&P 500 TTM Sales (Not Inflation Adjusted) 200 Day MA
6939 MULTPLSP500SALESQUARTER_mva050 S&P 500 TTM Sales (Not Inflation Adjusted) 50 Day MA
6941 MULTPLSP500DIVYIELDMONTH_YoY4 S&P 500 Dividend Yield by Month 4 Year over 4 Year
6942 MULTPLSP500DIVYIELDMONTH_YoY5 S&P 500 Dividend Yield by Month 5 Year over 5 Year
6945 MULTPLSP500DIVYIELDMONTH_SmoothDer Derivative of Smoothed S&P 500 Dividend Yield by Month
6946 MULTPLSP500DIVYIELDMONTH_Log Log of S&P 500 Dividend Yield by Month
6948 MULTPLSP500DIVYIELDMONTH_mva200 S&P 500 Dividend Yield by Month 200 Day MA
6949 MULTPLSP500DIVYIELDMONTH_mva050 S&P 500 Dividend Yield by Month 50 Day MA
6951 MULTPLSP500DIVMONTH_YoY4 S&P 500 Dividend by Month (Inflation Adjusted) 4 Year over 4 Year
6955 MULTPLSP500DIVMONTH_SmoothDer Derivative of Smoothed S&P 500 Dividend by Month (Inflation Adjusted)
6956 MULTPLSP500DIVMONTH_Log Log of S&P 500 Dividend by Month (Inflation Adjusted)
6958 MULTPLSP500DIVMONTH_mva200 S&P 500 Dividend by Month (Inflation Adjusted) 200 Day MA
6959 MULTPLSP500DIVMONTH_mva050 S&P 500 Dividend by Month (Inflation Adjusted) 50 Day MA
6960 CHRISCMEHG1_YoY Copper Futures, Continuous Contract #1 (HG1) (Front Month) Year over Year
6966 CHRISCMEHG1_Log Log of Copper Futures, Continuous Contract #1 (HG1) (Front Month)
6967 CHRISCMEHG1_mva365 Copper Futures, Continuous Contract #1 (HG1) (Front Month) 365 Day MA
6968 CHRISCMEHG1_mva200 Copper Futures, Continuous Contract #1 (HG1) (Front Month) 200 Day MA
6969 CHRISCMEHG1_mva050 Copper Futures, Continuous Contract #1 (HG1) (Front Month) 50 Day MA
6970 WWDIWLDISAIRGOODMTK1_YoY Air transport, freight Year over Year
6971 WWDIWLDISAIRGOODMTK1_YoY4 Air transport, freight 4 Year over 4 Year
6972 WWDIWLDISAIRGOODMTK1_YoY5 Air transport, freight 5 Year over 5 Year
6976 WWDIWLDISAIRGOODMTK1_Log Log of Air transport, freight
6977 WWDIWLDISAIRGOODMTK1_mva365 Air transport, freight 365 Day MA
6978 WWDIWLDISAIRGOODMTK1_mva200 Air transport, freight 200 Day MA
6979 WWDIWLDISAIRGOODMTK1_mva050 Air transport, freight 50 Day MA
6985 LBMAGOLD.USD_AM_SmoothDer Derivative of Smoothed
6986 LBMAGOLD.USD_AM_Log Log of
6987 LBMAGOLD.USD_AM_mva365 365 Day MA
6988 LBMAGOLD.USD_AM_mva200 200 Day MA
6989 LBMAGOLD.USD_AM_mva050 50 Day MA
6995 LBMAGOLD.USD_PM_SmoothDer Derivative of Smoothed
6996 LBMAGOLD.USD_PM_Log Log of
6997 LBMAGOLD.USD_PM_mva365 365 Day MA
6998 LBMAGOLD.USD_PM_mva200 200 Day MA
6999 LBMAGOLD.USD_PM_mva050 50 Day MA
7005 LBMAGOLD.GBP_AM_SmoothDer Derivative of Smoothed
7006 LBMAGOLD.GBP_AM_Log Log of
7007 LBMAGOLD.GBP_AM_mva365 365 Day MA
7008 LBMAGOLD.GBP_AM_mva200 200 Day MA
7009 LBMAGOLD.GBP_AM_mva050 50 Day MA
7015 LBMAGOLD.GBP_PM_SmoothDer Derivative of Smoothed
7016 LBMAGOLD.GBP_PM_Log Log of
7017 LBMAGOLD.GBP_PM_mva365 365 Day MA
7018 LBMAGOLD.GBP_PM_mva200 200 Day MA
7019 LBMAGOLD.GBP_PM_mva050 50 Day MA
7025 LBMAGOLD.EURO_AM_SmoothDer Derivative of Smoothed
7026 LBMAGOLD.EURO_AM_Log Log of
7027 LBMAGOLD.EURO_AM_mva365 365 Day MA
7028 LBMAGOLD.EURO_AM_mva200 200 Day MA
7029 LBMAGOLD.EURO_AM_mva050 50 Day MA
7035 LBMAGOLD.EURO_PM_SmoothDer Derivative of Smoothed
7036 LBMAGOLD.EURO_PM_Log Log of
7037 LBMAGOLD.EURO_PM_mva365 365 Day MA
7038 LBMAGOLD.EURO_PM_mva200 200 Day MA
7039 LBMAGOLD.EURO_PM_mva050 50 Day MA
7040 PETA103600001M_YoY U.S. Total Gasoline Retail Sales by Refiners, Monthly Year over Year
7041 PETA103600001M_YoY4 U.S. Total Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
7042 PETA103600001M_YoY5 U.S. Total Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
7046 PETA103600001M_Log Log of U.S. Total Gasoline Retail Sales by Refiners, Monthly
7047 PETA103600001M_mva365 U.S. Total Gasoline Retail Sales by Refiners, Monthly 365 Day MA
7048 PETA103600001M_mva200 U.S. Total Gasoline Retail Sales by Refiners, Monthly 200 Day MA
7049 PETA103600001M_mva050 U.S. Total Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7050 PETA123600001M_YoY U.S. Regular Gasoline Retail Sales by Refiners, Monthly Year over Year
7051 PETA123600001M_YoY4 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
7052 PETA123600001M_YoY5 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
7056 PETA123600001M_Log Log of U.S. Regular Gasoline Retail Sales by Refiners, Monthly
7057 PETA123600001M_mva365 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 365 Day MA
7058 PETA123600001M_mva200 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 200 Day MA
7059 PETA123600001M_mva050 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7060 PETA143B00001M_YoY U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly Year over Year
7061 PETA143B00001M_YoY4 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
7062 PETA143B00001M_YoY5 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
7066 PETA143B00001M_Log Log of U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
7067 PETA143B00001M_mva365 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 365 Day MA
7068 PETA143B00001M_mva200 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 200 Day MA
7069 PETA143B00001M_mva050 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7070 PETA133B00001M_YoY U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly Year over Year
7076 PETA133B00001M_Log Log of U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
7077 PETA133B00001M_mva365 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 365 Day MA
7078 PETA133B00001M_mva200 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 200 Day MA
7079 PETA133B00001M_mva050 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 50 Day MA
7080 TOTALOGNRPUSM_YoY Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly Year over Year
7082 TOTALOGNRPUSM_YoY5 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 5 Year over 5 Year
7086 TOTALOGNRPUSM_Log Log of Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly
7088 TOTALOGNRPUSM_mva200 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 200 Day MA
7089 TOTALOGNRPUSM_mva050 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 50 Day MA
7090 TOTALPANRPUSM_YoY Crude Oil Rotary Rigs in Operation, Monthly Year over Year
7092 TOTALPANRPUSM_YoY5 Crude Oil Rotary Rigs in Operation, Monthly 5 Year over 5 Year
7096 TOTALPANRPUSM_Log Log of Crude Oil Rotary Rigs in Operation, Monthly
7098 TOTALPANRPUSM_mva200 Crude Oil Rotary Rigs in Operation, Monthly 200 Day MA
7099 TOTALPANRPUSM_mva050 Crude Oil Rotary Rigs in Operation, Monthly 50 Day MA
7102 TOTALNGNRPUSM_YoY5 Natural Gas Rotary Rigs in Operation, Monthly 5 Year over 5 Year
7105 TOTALNGNRPUSM_SmoothDer Derivative of Smoothed Natural Gas Rotary Rigs in Operation, Monthly
7106 TOTALNGNRPUSM_Log Log of Natural Gas Rotary Rigs in Operation, Monthly
7108 TOTALNGNRPUSM_mva200 Natural Gas Rotary Rigs in Operation, Monthly 200 Day MA
7109 TOTALNGNRPUSM_mva050 Natural Gas Rotary Rigs in Operation, Monthly 50 Day MA
7110 BKRTotal_YoY Total Rig Count Year over Year
7112 BKRTotal_YoY5 Total Rig Count 5 Year over 5 Year
7116 BKRTotal_Log Log of Total Rig Count
7117 BKRTotal_mva365 Total Rig Count 365 Day MA
7118 BKRTotal_mva200 Total Rig Count 200 Day MA
7119 BKRTotal_mva050 Total Rig Count 50 Day MA
7120 BKRGas_YoY Gas Rig Count Year over Year
7122 BKRGas_YoY5 Gas Rig Count 5 Year over 5 Year
7126 BKRGas_Log Log of Gas Rig Count
7127 BKRGas_mva365 Gas Rig Count 365 Day MA
7128 BKRGas_mva200 Gas Rig Count 200 Day MA
7129 BKRGas_mva050 Gas Rig Count 50 Day MA
7130 BKROil_YoY Oil Rig Count Year over Year
7136 BKROil_Log Log of Oil Rig Count
7137 BKROil_mva365 Oil Rig Count 365 Day MA
7138 BKROil_mva200 Oil Rig Count 200 Day MA
7139 BKROil_mva050 Oil Rig Count 50 Day MA
7140 FARMINCOME_YoY Net Farm Income Year over Year
7141 FARMINCOME_YoY4 Net Farm Income 4 Year over 4 Year
7142 FARMINCOME_YoY5 Net Farm Income 5 Year over 5 Year
7146 FARMINCOME_Log Log of Net Farm Income
7147 FARMINCOME_mva365 Net Farm Income 365 Day MA
7148 FARMINCOME_mva200 Net Farm Income 200 Day MA
7149 FARMINCOME_mva050 Net Farm Income 50 Day MA
7150 OPEARNINGSPERSHARE_YoY Operating Earnings per Share Year over Year
7152 OPEARNINGSPERSHARE_YoY5 Operating Earnings per Share 5 Year over 5 Year
7156 OPEARNINGSPERSHARE_Log Log of Operating Earnings per Share
7157 OPEARNINGSPERSHARE_mva365 Operating Earnings per Share 365 Day MA
7158 OPEARNINGSPERSHARE_mva200 Operating Earnings per Share 200 Day MA
7159 OPEARNINGSPERSHARE_mva050 Operating Earnings per Share 50 Day MA
7160 AREARNINGSPERSHARE_YoY As-Reported Earnings per Share Year over Year
7166 AREARNINGSPERSHARE_Log Log of As-Reported Earnings per Share
7167 AREARNINGSPERSHARE_mva365 As-Reported Earnings per Share 365 Day MA
7168 AREARNINGSPERSHARE_mva200 As-Reported Earnings per Share 200 Day MA
7169 AREARNINGSPERSHARE_mva050 As-Reported Earnings per Share 50 Day MA
7170 CASHDIVIDENDSPERSHR_YoY Cash Dividends per Share Year over Year
7176 CASHDIVIDENDSPERSHR_Log Log of Cash Dividends per Share
7177 CASHDIVIDENDSPERSHR_mva365 Cash Dividends per Share 365 Day MA
7178 CASHDIVIDENDSPERSHR_mva200 Cash Dividends per Share 200 Day MA
7179 CASHDIVIDENDSPERSHR_mva050 Cash Dividends per Share 50 Day MA
7180 SALESPERSHR_YoY Sales per Share Year over Year
7186 SALESPERSHR_Log Log of Sales per Share
7187 SALESPERSHR_mva365 Sales per Share 365 Day MA
7188 SALESPERSHR_mva200 Sales per Share 200 Day MA
7189 SALESPERSHR_mva050 Sales per Share 50 Day MA
7190 BOOKVALPERSHR_YoY Book value per Share Year over Year
7196 BOOKVALPERSHR_Log Log of Book value per Share
7197 BOOKVALPERSHR_mva365 Book value per Share 365 Day MA
7198 BOOKVALPERSHR_mva200 Book value per Share 200 Day MA
7199 BOOKVALPERSHR_mva050 Book value per Share 50 Day MA
7200 CAPEXPERSHR_YoY Cap ex per Share Year over Year
7206 CAPEXPERSHR_Log Log of Cap ex per Share
7207 CAPEXPERSHR_mva365 Cap ex per Share 365 Day MA
7208 CAPEXPERSHR_mva200 Cap ex per Share 200 Day MA
7209 CAPEXPERSHR_mva050 Cap ex per Share 50 Day MA
7210 PRICE_YoY Price Year over Year
7216 PRICE_Log Log of Price
7217 PRICE_mva365 Price 365 Day MA
7218 PRICE_mva200 Price 200 Day MA
7219 PRICE_mva050 Price 50 Day MA
7220 OPEARNINGSTTM_YoY TTM Operating Earnings Year over Year
7226 OPEARNINGSTTM_Log Log of TTM Operating Earnings
7227 OPEARNINGSTTM_mva365 TTM Operating Earnings 365 Day MA
7228 OPEARNINGSTTM_mva200 TTM Operating Earnings 200 Day MA
7229 OPEARNINGSTTM_mva050 TTM Operating Earnings 50 Day MA
7230 AREARNINGSTTM_YoY TTM Reported Earnings Year over Year
7236 AREARNINGSTTM_Log Log of TTM Reported Earnings
7237 AREARNINGSTTM_mva365 TTM Reported Earnings 365 Day MA
7238 AREARNINGSTTM_mva200 TTM Reported Earnings 200 Day MA
7239 AREARNINGSTTM_mva050 TTM Reported Earnings 50 Day MA
7240 FINRAMarginDebt_YoY Margin Debt Year over Year
7246 FINRAMarginDebt_Log Log of Margin Debt
7247 FINRAMarginDebt_mva365 Margin Debt 365 Day MA
7248 FINRAMarginDebt_mva200 Margin Debt 200 Day MA
7249 FINRAMarginDebt_mva050 Margin Debt 50 Day MA
7250 FINRAFreeCreditMargin_YoY Free Credit Balances in Customers’ Securities Margin Accounts Year over Year
7256 FINRAFreeCreditMargin_Log Log of Free Credit Balances in Customers’ Securities Margin Accounts
7257 FINRAFreeCreditMargin_mva365 Free Credit Balances in Customers’ Securities Margin Accounts 365 Day MA
7258 FINRAFreeCreditMargin_mva200 Free Credit Balances in Customers’ Securities Margin Accounts 200 Day MA
7259 FINRAFreeCreditMargin_mva050 Free Credit Balances in Customers’ Securities Margin Accounts 50 Day MA
7260 OCCEquityVolume_YoY Equity Options Volume Year over Year
7261 OCCEquityVolume_YoY4 Equity Options Volume 4 Year over 4 Year
7266 OCCEquityVolume_Log Log of Equity Options Volume
7267 OCCEquityVolume_mva365 Equity Options Volume 365 Day MA
7268 OCCEquityVolume_mva200 Equity Options Volume 200 Day MA
7269 OCCEquityVolume_mva050 Equity Options Volume 50 Day MA
7270 OCCNonEquityVolume_YoY Non-Equity Options Volume Year over Year
7271 OCCNonEquityVolume_YoY4 Non-Equity Options Volume 4 Year over 4 Year
7276 OCCNonEquityVolume_Log Log of Non-Equity Options Volume
7277 OCCNonEquityVolume_mva365 Non-Equity Options Volume 365 Day MA
7278 OCCNonEquityVolume_mva200 Non-Equity Options Volume 200 Day MA
7279 OCCNonEquityVolume_mva050 Non-Equity Options Volume 50 Day MA
7285 RSALESAGG_SmoothDer Derivative of Smoothed Real Retail and Food Services Sales (RRSFS and RSALES)
7286 RSALESAGG_Log Log of Real Retail and Food Services Sales (RRSFS and RSALES)
7287 RSALESAGG_mva365 Real Retail and Food Services Sales (RRSFS and RSALES) 365 Day MA
7288 RSALESAGG_mva200 Real Retail and Food Services Sales (RRSFS and RSALES) 200 Day MA
7289 RSALESAGG_mva050 Real Retail and Food Services Sales (RRSFS and RSALES) 50 Day MA
7296 BUSLOANS.minus.BUSLOANSNSA_Log Log of Business Loans (Montlhy) SA - NSA
7298 BUSLOANS.minus.BUSLOANSNSA_mva200 Business Loans (Montlhy) SA - NSA 200 Day MA
7299 BUSLOANS.minus.BUSLOANSNSA_mva050 Business Loans (Montlhy) SA - NSA 50 Day MA
7306 BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log Log of Business Loans (Montlhy) SA - NSA divided by GDP
7308 BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva200 Business Loans (Montlhy) SA - NSA divided by GDP 200 Day MA
7309 BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva050 Business Loans (Montlhy) SA - NSA divided by GDP 50 Day MA
7311 BUSLOANS.by.GDP_YoY4 Business Loans Normalized by GDP 4 Year over 4 Year
7315 BUSLOANS.by.GDP_SmoothDer Derivative of Smoothed Business Loans Normalized by GDP
7316 BUSLOANS.by.GDP_Log Log of Business Loans Normalized by GDP
7318 BUSLOANS.by.GDP_mva200 Business Loans Normalized by GDP 200 Day MA
7319 BUSLOANS.by.GDP_mva050 Business Loans Normalized by GDP 50 Day MA
7323 BUSLOANS.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burdens
7325 BUSLOANS.INTEREST_SmoothDer Derivative of Smoothed Business Loans (Monthly, SA) Adjusted Interest Burdens
7326 BUSLOANS.INTEREST_Log Log of Business Loans (Monthly, SA) Adjusted Interest Burdens
7328 BUSLOANS.INTEREST_mva200 Business Loans (Monthly, SA) Adjusted Interest Burdens 200 Day MA
7329 BUSLOANS.INTEREST_mva050 Business Loans (Monthly, SA) Adjusted Interest Burdens 50 Day MA
7333 BUSLOANS.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP
7335 BUSLOANS.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP
7336 BUSLOANS.INTEREST.by.GDP_Log Log of Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP
7338 BUSLOANS.INTEREST.by.GDP_mva200 Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 200 Day MA
7339 BUSLOANS.INTEREST.by.GDP_mva050 Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 50 Day MA
7341 BUSLOANSNSA.by.GDP_YoY4 Business Loans Normalized by GDP 4 Year over 4 Year
7345 BUSLOANSNSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans Normalized by GDP
7346 BUSLOANSNSA.by.GDP_Log Log of Business Loans Normalized by GDP
7347 BUSLOANSNSA.by.GDP_mva365 Business Loans Normalized by GDP 365 Day MA
7348 BUSLOANSNSA.by.GDP_mva200 Business Loans Normalized by GDP 200 Day MA
7349 BUSLOANSNSA.by.GDP_mva050 Business Loans Normalized by GDP 50 Day MA
7351 TOTCI.by.GDP_YoY4 Business Loans (Weekly, SA) Normalized by GDP 4 Year over 4 Year
7355 TOTCI.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Weekly, SA) Normalized by GDP
7356 TOTCI.by.GDP_Log Log of Business Loans (Weekly, SA) Normalized by GDP
7359 TOTCI.by.GDP_mva050 Business Loans (Weekly, SA) Normalized by GDP 50 Day MA
7361 TOTCINSA.by.GDP_YoY4 Business Loans (Weekly, NSA) Normalized by GDP 4 Year over 4 Year
7365 TOTCINSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Weekly, NSA) Normalized by GDP
7366 TOTCINSA.by.GDP_Log Log of Business Loans (Weekly, NSA) Normalized by GDP
7367 TOTCINSA.by.GDP_mva365 Business Loans (Weekly, NSA) Normalized by GDP 365 Day MA
7368 TOTCINSA.by.GDP_mva200 Business Loans (Weekly, NSA) Normalized by GDP 200 Day MA
7369 TOTCINSA.by.GDP_mva050 Business Loans (Weekly, NSA) Normalized by GDP 50 Day MA
7373 TOTCINSA.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Adjusted Interest Burdens
7375 TOTCINSA.INTEREST_SmoothDer Derivative of Smoothed Business Loans (Weekly, NSA) Adjusted Interest Burdens
7376 TOTCINSA.INTEREST_Log Log of Business Loans (Weekly, NSA) Adjusted Interest Burdens
7378 TOTCINSA.INTEREST_mva200 Business Loans (Weekly, NSA) Adjusted Interest Burdens 200 Day MA
7379 TOTCINSA.INTEREST_mva050 Business Loans (Weekly, NSA) Adjusted Interest Burdens 50 Day MA
7383 TOTCINSA.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP
7385 TOTCINSA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP
7386 TOTCINSA.INTEREST.by.GDP_Log Log of Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP
7388 TOTCINSA.INTEREST.by.GDP_mva200 Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 200 Day MA
7389 TOTCINSA.INTEREST.by.GDP_mva050 Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 50 Day MA
7391 W875RX1.by.GDP_YoY4 Real Personal Income Normalized by GDP 4 Year over 4 Year
7395 W875RX1.by.GDP_SmoothDer Derivative of Smoothed Real Personal Income Normalized by GDP
7396 W875RX1.by.GDP_Log Log of Real Personal Income Normalized by GDP
7397 W875RX1.by.GDP_mva365 Real Personal Income Normalized by GDP 365 Day MA
7398 W875RX1.by.GDP_mva200 Real Personal Income Normalized by GDP 200 Day MA
7399 W875RX1.by.GDP_mva050 Real Personal Income Normalized by GDP 50 Day MA
7400 A065RC1A027NBEA.by.GDP_YoY Personal Income (NSA) Normalized by GDP Year over Year
7401 A065RC1A027NBEA.by.GDP_YoY4 Personal Income (NSA) Normalized by GDP 4 Year over 4 Year
7406 A065RC1A027NBEA.by.GDP_Log Log of Personal Income (NSA) Normalized by GDP
7407 A065RC1A027NBEA.by.GDP_mva365 Personal Income (NSA) Normalized by GDP 365 Day MA
7408 A065RC1A027NBEA.by.GDP_mva200 Personal Income (NSA) Normalized by GDP 200 Day MA
7409 A065RC1A027NBEA.by.GDP_mva050 Personal Income (NSA) Normalized by GDP 50 Day MA
7415 PI.by.GDP_SmoothDer Derivative of Smoothed Personal Income (SA) Normalized by GDP
7416 PI.by.GDP_Log Log of Personal Income (SA) Normalized by GDP
7417 PI.by.GDP_mva365 Personal Income (SA) Normalized by GDP 365 Day MA
7418 PI.by.GDP_mva200 Personal Income (SA) Normalized by GDP 200 Day MA
7419 PI.by.GDP_mva050 Personal Income (SA) Normalized by GDP 50 Day MA
7420 A053RC1Q027SBEA.by.GDP_YoY National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP Year over Year
7422 A053RC1Q027SBEA.by.GDP_YoY5 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 5 Year over 5 Year
7426 A053RC1Q027SBEA.by.GDP_Log Log of National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
7427 A053RC1Q027SBEA.by.GDP_mva365 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 365 Day MA
7428 A053RC1Q027SBEA.by.GDP_mva200 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 200 Day MA
7429 A053RC1Q027SBEA.by.GDP_mva050 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 50 Day MA
7430 CPROFIT.by.GDP_YoY National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP Year over Year
7432 CPROFIT.by.GDP_YoY5 National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 5 Year over 5 Year
7436 CPROFIT.by.GDP_Log Log of National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP
7437 CPROFIT.by.GDP_mva365 National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 365 Day MA
7438 CPROFIT.by.GDP_mva200 National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 200 Day MA
7439 CPROFIT.by.GDP_mva050 National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 50 Day MA
7441 CONSUMERNSA.by.GDP_YoY4 Consumer Loans Not Seasonally Adjusted divided by GDP 4 Year over 4 Year
7445 CONSUMERNSA.by.GDP_SmoothDer Derivative of Smoothed Consumer Loans Not Seasonally Adjusted divided by GDP
7446 CONSUMERNSA.by.GDP_Log Log of Consumer Loans Not Seasonally Adjusted divided by GDP
7447 CONSUMERNSA.by.GDP_mva365 Consumer Loans Not Seasonally Adjusted divided by GDP 365 Day MA
7448 CONSUMERNSA.by.GDP_mva200 Consumer Loans Not Seasonally Adjusted divided by GDP 200 Day MA
7449 CONSUMERNSA.by.GDP_mva050 Consumer Loans Not Seasonally Adjusted divided by GDP 50 Day MA
7451 RREACBM027NBOG.by.GDP_YoY4 Residental Real Estate Loans (Monthly, NSA) divided by GDP 4 Year over 4 Year
7455 RREACBM027NBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Monthly, NSA) divided by GDP
7456 RREACBM027NBOG.by.GDP_Log Log of Residental Real Estate Loans (Monthly, NSA) divided by GDP
7457 RREACBM027NBOG.by.GDP_mva365 Residental Real Estate Loans (Monthly, NSA) divided by GDP 365 Day MA
7458 RREACBM027NBOG.by.GDP_mva200 Residental Real Estate Loans (Monthly, NSA) divided by GDP 200 Day MA
7459 RREACBM027NBOG.by.GDP_mva050 Residental Real Estate Loans (Monthly, NSA) divided by GDP 50 Day MA
7461 RREACBM027SBOG.by.GDP_YoY4 Residental Real Estate Loans (Monthly, SA) divided by GDP 4 Year over 4 Year
7465 RREACBM027SBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Monthly, SA) divided by GDP
7466 RREACBM027SBOG.by.GDP_Log Log of Residental Real Estate Loans (Monthly, SA) divided by GDP
7467 RREACBM027SBOG.by.GDP_mva365 Residental Real Estate Loans (Monthly, SA) divided by GDP 365 Day MA
7468 RREACBM027SBOG.by.GDP_mva200 Residental Real Estate Loans (Monthly, SA) divided by GDP 200 Day MA
7469 RREACBM027SBOG.by.GDP_mva050 Residental Real Estate Loans (Monthly, SA) divided by GDP 50 Day MA
7475 RREACBW027SBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP
7476 RREACBW027SBOG.by.GDP_Log Log of Residental Real Estate Loans (Weekly, SA) divided by GDP
7477 RREACBW027SBOG.by.GDP_mva365 Residental Real Estate Loans (Weekly, SA) divided by GDP 365 Day MA
7478 RREACBW027SBOG.by.GDP_mva200 Residental Real Estate Loans (Weekly, SA) divided by GDP 200 Day MA
7479 RREACBW027SBOG.by.GDP_mva050 Residental Real Estate Loans (Weekly, SA) divided by GDP 50 Day MA
7485 RREACBW027NBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Weekly, NSA) divided by GDP
7486 RREACBW027NBOG.by.GDP_Log Log of Residental Real Estate Loans (Weekly, NSA) divided by GDP
7487 RREACBW027NBOG.by.GDP_mva365 Residental Real Estate Loans (Weekly, NSA) divided by GDP 365 Day MA
7488 RREACBW027NBOG.by.GDP_mva200 Residental Real Estate Loans (Weekly, NSA) divided by GDP 200 Day MA
7489 RREACBW027NBOG.by.GDP_mva050 Residental Real Estate Loans (Weekly, NSA) divided by GDP 50 Day MA
7496 UMDMNO.by.GDP_Log Log of Durable Goods (Monthly, NSA) divided by GDP
7498 UMDMNO.by.GDP_mva200 Durable Goods (Monthly, NSA) divided by GDP 200 Day MA
7499 UMDMNO.by.GDP_mva050 Durable Goods (Monthly, NSA) divided by GDP 50 Day MA
7505 DGORDER.by.GDP_SmoothDer Derivative of Smoothed Durable Goods (Monthly, NSA) divided by GDP
7506 DGORDER.by.GDP_Log Log of Durable Goods (Monthly, NSA) divided by GDP
7507 DGORDER.by.GDP_mva365 Durable Goods (Monthly, NSA) divided by GDP 365 Day MA
7508 DGORDER.by.GDP_mva200 Durable Goods (Monthly, NSA) divided by GDP 200 Day MA
7509 DGORDER.by.GDP_mva050 Durable Goods (Monthly, NSA) divided by GDP 50 Day MA
7510 ASHMA.by.GDP_YoY Home Mortgages (Quarterly, NSA) divided by GDP Year over Year
7511 ASHMA.by.GDP_YoY4 Home Mortgages (Quarterly, NSA) divided by GDP 4 Year over 4 Year
7516 ASHMA.by.GDP_Log Log of Home Mortgages (Quarterly, NSA) divided by GDP
7517 ASHMA.by.GDP_mva365 Home Mortgages (Quarterly, NSA) divided by GDP 365 Day MA
7518 ASHMA.by.GDP_mva200 Home Mortgages (Quarterly, NSA) divided by GDP 200 Day MA
7519 ASHMA.by.GDP_mva050 Home Mortgages (Quarterly, NSA) divided by GDP 50 Day MA
7520 ASHMA.INTEREST_YoY Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Year over Year
7525 ASHMA.INTEREST_SmoothDer Derivative of Smoothed Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7526 ASHMA.INTEREST_Log Log of Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7529 ASHMA.INTEREST_mva050 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 50 Day MA
7530 ASHMA.INTEREST.by.GDP_YoY Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP Year over Year
7535 ASHMA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP
7536 ASHMA.INTEREST.by.GDP_Log Log of Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP
7539 ASHMA.INTEREST.by.GDP_mva050 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 50 Day MA
7545 CONSUMERNSA.INTEREST_SmoothDer Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burdens
7546 CONSUMERNSA.INTEREST_Log Log of Consumer Loans (Not Seasonally Adjusted) Interest Burdens
7547 CONSUMERNSA.INTEREST_mva365 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 365 Day MA
7548 CONSUMERNSA.INTEREST_mva200 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 200 Day MA
7549 CONSUMERNSA.INTEREST_mva050 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 50 Day MA
7555 CONSUMERNSA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7556 CONSUMERNSA.INTEREST.by.GDP_Log Log of Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7557 CONSUMERNSA.INTEREST.by.GDP_mva365 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 365 Day MA
7558 CONSUMERNSA.INTEREST.by.GDP_mva200 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 200 Day MA
7559 CONSUMERNSA.INTEREST.by.GDP_mva050 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 50 Day MA
7561 TOTLNNSA_YoY4 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 4 Year over 4 Year
7565 TOTLNNSA_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7566 TOTLNNSA_Log Log of Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7567 TOTLNNSA_mva365 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 365 Day MA
7568 TOTLNNSA_mva200 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA
7569 TOTLNNSA_mva050 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 50 Day MA
7571 TOTLNNSA.by.GDP_YoY4 Total Loans Not Seasonally Adjusted divided by GDP 4 Year over 4 Year
7575 TOTLNNSA.by.GDP_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted divided by GDP
7576 TOTLNNSA.by.GDP_Log Log of Total Loans Not Seasonally Adjusted divided by GDP
7577 TOTLNNSA.by.GDP_mva365 Total Loans Not Seasonally Adjusted divided by GDP 365 Day MA
7578 TOTLNNSA.by.GDP_mva200 Total Loans Not Seasonally Adjusted divided by GDP 200 Day MA
7579 TOTLNNSA.by.GDP_mva050 Total Loans Not Seasonally Adjusted divided by GDP 50 Day MA
7583 TOTLNNSA.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burdens
7585 TOTLNNSA.INTEREST_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted Interest Burdens
7586 TOTLNNSA.INTEREST_Log Log of Total Loans Not Seasonally Adjusted Interest Burdens
7588 TOTLNNSA.INTEREST_mva200 Total Loans Not Seasonally Adjusted Interest Burdens 200 Day MA
7589 TOTLNNSA.INTEREST_mva050 Total Loans Not Seasonally Adjusted Interest Burdens 50 Day MA
7593 TOTLNNSA.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP
7595 TOTLNNSA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP
7596 TOTLNNSA.INTEREST.by.GDP_Log Log of Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP
7598 TOTLNNSA.INTEREST.by.GDP_mva200 Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 200 Day MA
7599 TOTLNNSA.INTEREST.by.GDP_mva050 Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 50 Day MA
7605 WRESBAL.by.GDP_SmoothDer Derivative of Smoothed Reserve Balances with Federal Reserve Banks Divided by GDP
7606 WRESBAL.by.GDP_Log Log of Reserve Balances with Federal Reserve Banks Divided by GDP
7609 WRESBAL.by.GDP_mva050 Reserve Balances with Federal Reserve Banks Divided by GDP 50 Day MA
7610 EXCSRESNW.by.GDP_YoY Excess Reserves of Depository Institutions Divided by GDP Year over Year
7616 EXCSRESNW.by.GDP_Log Log of Excess Reserves of Depository Institutions Divided by GDP
7617 EXCSRESNW.by.GDP_mva365 Excess Reserves of Depository Institutions Divided by GDP 365 Day MA
7618 EXCSRESNW.by.GDP_mva200 Excess Reserves of Depository Institutions Divided by GDP 200 Day MA
7619 EXCSRESNW.by.GDP_mva050 Excess Reserves of Depository Institutions Divided by GDP 50 Day MA
7626 WLRRAL.by.GDP_Log Log of Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP
7628 WLRRAL.by.GDP_mva200 Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 200 Day MA
7629 WLRRAL.by.GDP_mva050 Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 50 Day MA
7635 SOFR99.minus.SOFR1_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile - 1st Percentile
7636 SOFR99.minus.SOFR1_Log Log of Secured Overnight Financing Rate: 99th Percentile - 1st Percentile
7639 SOFR99.minus.SOFR1_mva050 Secured Overnight Financing Rate: 99th Percentile - 1st Percentile 50 Day MA
7641 EXPCH.minus.IMPCH_YoY4 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 4 Year over 4 Year
7644 EXPCH.minus.IMPCH_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7645 EXPCH.minus.IMPCH_SmoothDer Derivative of Smoothed U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7646 EXPCH.minus.IMPCH_Log Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7647 EXPCH.minus.IMPCH_mva365 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 365 Day MA
7648 EXPCH.minus.IMPCH_mva200 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 200 Day MA
7649 EXPCH.minus.IMPCH_mva050 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 50 Day MA
7651 EXPMX.minus.IMPMX_YoY4 4 Year over 4 Year
7652 EXPMX.minus.IMPMX_YoY5 5 Year over 5 Year
7654 EXPMX.minus.IMPMX_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
7656 EXPMX.minus.IMPMX_Log Log of
7658 EXPMX.minus.IMPMX_mva200 200 Day MA
7659 EXPMX.minus.IMPMX_mva050 50 Day MA
7660 SRPSABSNNCB.by.GDP_YoY Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP Year over Year
7661 SRPSABSNNCB.by.GDP_YoY4 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 4 Year over 4 Year
7666 SRPSABSNNCB.by.GDP_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7667 SRPSABSNNCB.by.GDP_mva365 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 365 Day MA
7668 SRPSABSNNCB.by.GDP_mva200 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 200 Day MA
7669 SRPSABSNNCB.by.GDP_mva050 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 50 Day MA
7670 ASTLL.by.GDP_YoY All sectors; total loans; liability, Level (NSA) Divided by GDP Year over Year
7671 ASTLL.by.GDP_YoY4 All sectors; total loans; liability, Level (NSA) Divided by GDP 4 Year over 4 Year
7676 ASTLL.by.GDP_Log Log of All sectors; total loans; liability, Level (NSA) Divided by GDP
7677 ASTLL.by.GDP_mva365 All sectors; total loans; liability, Level (NSA) Divided by GDP 365 Day MA
7678 ASTLL.by.GDP_mva200 All sectors; total loans; liability, Level (NSA) Divided by GDP 200 Day MA
7679 ASTLL.by.GDP_mva050 All sectors; total loans; liability, Level (NSA) Divided by GDP 50 Day MA
7680 ASFMA.by.GDP_YoY All sectors; farm mortgages; asset, Level (NSA) Divided by GDP Year over Year
7686 ASFMA.by.GDP_Log Log of All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
7687 ASFMA.by.GDP_mva365 All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 365 Day MA
7688 ASFMA.by.GDP_mva200 All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 200 Day MA
7689 ASFMA.by.GDP_mva050 All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 50 Day MA
7690 ASFMA.by.ASTLL_YoY All sectors; total loans Divided by farm mortgages Year over Year
7692 ASFMA.by.ASTLL_YoY5 All sectors; total loans Divided by farm mortgages 5 Year over 5 Year
7696 ASFMA.by.ASTLL_Log Log of All sectors; total loans Divided by farm mortgages
7697 ASFMA.by.ASTLL_mva365 All sectors; total loans Divided by farm mortgages 365 Day MA
7698 ASFMA.by.ASTLL_mva200 All sectors; total loans Divided by farm mortgages 200 Day MA
7699 ASFMA.by.ASTLL_mva050 All sectors; total loans Divided by farm mortgages 50 Day MA
7700 ASFMA.INTEREST_YoY Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Year over Year
7705 ASFMA.INTEREST_SmoothDer Derivative of Smoothed Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7706 ASFMA.INTEREST_Log Log of Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7709 ASFMA.INTEREST_mva050 Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 50 Day MA
7710 ASFMA.INTEREST.by.GDP_YoY Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP Year over Year
7715 ASFMA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP
7716 ASFMA.INTEREST.by.GDP_Log Log of Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP
7719 ASFMA.INTEREST.by.GDP_mva050 Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 50 Day MA
7720 FARMINCOME.by.GDP_YoY Farm Income (Annual, NSA) Divided by GDP Year over Year
7721 FARMINCOME.by.GDP_YoY4 Farm Income (Annual, NSA) Divided by GDP 4 Year over 4 Year
7726 FARMINCOME.by.GDP_Log Log of Farm Income (Annual, NSA) Divided by GDP
7727 FARMINCOME.by.GDP_mva365 Farm Income (Annual, NSA) Divided by GDP 365 Day MA
7728 FARMINCOME.by.GDP_mva200 Farm Income (Annual, NSA) Divided by GDP 200 Day MA
7729 FARMINCOME.by.GDP_mva050 Farm Income (Annual, NSA) Divided by GDP 50 Day MA
7735 BOGMBASE.by.GDP_SmoothDer Derivative of Smoothed BOGMBASE Divided by GDP
7736 BOGMBASE.by.GDP_Log Log of BOGMBASE Divided by GDP
7737 BOGMBASE.by.GDP_mva365 BOGMBASE Divided by GDP 365 Day MA
7738 BOGMBASE.by.GDP_mva200 BOGMBASE Divided by GDP 200 Day MA
7739 BOGMBASE.by.GDP_mva050 BOGMBASE Divided by GDP 50 Day MA
7740 WALCL.by.GDP_YoY All Federal Reserve Banks: Total Assets Divided by GDP Year over Year
7746 WALCL.by.GDP_Log Log of All Federal Reserve Banks: Total Assets Divided by GDP
7749 WALCL.by.GDP_mva050 All Federal Reserve Banks: Total Assets Divided by GDP 50 Day MA
7750 ECBASSETS.by.EUNNGDP_YoY Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP Year over Year
7751 ECBASSETS.by.EUNNGDP_YoY4 Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP 4 Year over 4 Year
7756 ECBASSETS.by.EUNNGDP_Log Log of Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7757 ECBASSETS.by.EUNNGDP_mva365 Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP 365 Day MA
7758 ECBASSETS.by.EUNNGDP_mva200 Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP 200 Day MA
7759 ECBASSETS.by.EUNNGDP_mva050 Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP 50 Day MA
7765 DGS30TO10_SmoothDer Derivative of Smoothed Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7766 DGS30TO10_Log Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7769 DGS30TO10_mva050 Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 50 Day MA
7773 DGS10TO1_Smooth Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7775 DGS10TO1_SmoothDer Derivative of Smoothed Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7776 DGS10TO1_Log Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7778 DGS10TO1_mva200 Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 200 Day MA
7779 DGS10TO1_mva050 Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 50 Day MA
7785 DGS10TO2_SmoothDer Derivative of Smoothed Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7786 DGS10TO2_Log Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7789 DGS10TO2_mva050 Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 50 Day MA
7793 DGS10TOTB3MS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7794 DGS10TOTB3MS_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7795 DGS10TOTB3MS_SmoothDer Derivative of Smoothed Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7796 DGS10TOTB3MS_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7798 DGS10TOTB3MS_mva200 Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 200 Day MA
7799 DGS10TOTB3MS_mva050 Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 50 Day MA
7803 DGS10TODTB3_Smooth Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7804 DGS10TODTB3_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7805 DGS10TODTB3_SmoothDer Derivative of Smoothed Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7806 DGS10TODTB3_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7808 DGS10TODTB3_mva200 Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 200 Day MA
7809 DGS10TODTB3_mva050 Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 50 Day MA
7816 DGS10ByAAA_Log Log of AAA ratio to 10 year treasury (AAA/DGS10)
7819 DGS10ByAAA_mva050 AAA ratio to 10 year treasury (AAA/DGS10) 50 Day MA
7820 LNU03000000BYPOPTHM_YoY Unemployment level (NSA) / Population Year over Year
7826 LNU03000000BYPOPTHM_Log Log of Unemployment level (NSA) / Population
7828 LNU03000000BYPOPTHM_mva200 Unemployment level (NSA) / Population 200 Day MA
7829 LNU03000000BYPOPTHM_mva050 Unemployment level (NSA) / Population 50 Day MA
7831 UNEMPLOYBYPOPTHM_YoY4 Unemployment level, seasonally adjusted / Population 4 Year over 4 Year
7836 UNEMPLOYBYPOPTHM_Log Log of Unemployment level, seasonally adjusted / Population
7838 UNEMPLOYBYPOPTHM_mva200 Unemployment level, seasonally adjusted / Population 200 Day MA
7839 UNEMPLOYBYPOPTHM_mva050 Unemployment level, seasonally adjusted / Population 50 Day MA
7840 NPPTTLBYPOPTHM_YoY ADP Private Employment / Population Year over Year
7846 NPPTTLBYPOPTHM_Log Log of ADP Private Employment / Population
7848 NPPTTLBYPOPTHM_mva200 ADP Private Employment / Population 200 Day MA
7849 NPPTTLBYPOPTHM_mva050 ADP Private Employment / Population 50 Day MA
7851 U6toU3_YoY4 U6RATE minums UNRATE 4 Year over 4 Year
7855 U6toU3_SmoothDer Derivative of Smoothed U6RATE minums UNRATE
7856 U6toU3_Log Log of U6RATE minums UNRATE
7857 U6toU3_mva365 U6RATE minums UNRATE 365 Day MA
7858 U6toU3_mva200 U6RATE minums UNRATE 200 Day MA
7859 U6toU3_mva050 U6RATE minums UNRATE 50 Day MA
7865 CHRISCMEHG1.by.PPIACO_SmoothDer Derivative of Smoothed Copper, $/lb, Normalized by commodities producer price index
7866 CHRISCMEHG1.by.PPIACO_Log Log of Copper, $/lb, Normalized by commodities producer price index
7867 CHRISCMEHG1.by.PPIACO_mva365 Copper, $/lb, Normalized by commodities producer price index 365 Day MA
7868 CHRISCMEHG1.by.PPIACO_mva200 Copper, $/lb, Normalized by commodities producer price index 200 Day MA
7869 CHRISCMEHG1.by.PPIACO_mva050 Copper, $/lb, Normalized by commodities producer price index 50 Day MA
7870 CHRISCMEHG1.by.CPIAUCSL_YoY Copper, $/lb, Normalized by consumer price index Year over Year
7876 CHRISCMEHG1.by.CPIAUCSL_Log Log of Copper, $/lb, Normalized by consumer price index
7878 CHRISCMEHG1.by.CPIAUCSL_mva200 Copper, $/lb, Normalized by consumer price index 200 Day MA
7879 CHRISCMEHG1.by.CPIAUCSL_mva050 Copper, $/lb, Normalized by consumer price index 50 Day MA
7886 DCOILBRENTEU.by.PPIACO_Log Log of Crude Oil - Brent, $/bbl, Normalized by producer price index c.o.
7889 DCOILBRENTEU.by.PPIACO_mva050 Crude Oil - Brent, $/bbl, Normalized by producer price index c.o. 50 Day MA
7896 DCOILWTICO.by.PPIACO_Log Log of Crude Oil - WTI, $/bbl, Normalized by producer price index c.o.
7898 DCOILWTICO.by.PPIACO_mva200 Crude Oil - WTI, $/bbl, Normalized by producer price index c.o. 200 Day MA
7899 DCOILWTICO.by.PPIACO_mva050 Crude Oil - WTI, $/bbl, Normalized by producer price index c.o. 50 Day MA
7905 LBMAGOLD.USD_PM.by.PPIACO_SmoothDer Derivative of Smoothed Gold, USD PM/Troy Ounce, Normalized by commodities producer price index
7906 LBMAGOLD.USD_PM.by.PPIACO_Log Log of Gold, USD PM/Troy Ounce, Normalized by commodities producer price index
7907 LBMAGOLD.USD_PM.by.PPIACO_mva365 Gold, USD PM/Troy Ounce, Normalized by commodities producer price index 365 Day MA
7908 LBMAGOLD.USD_PM.by.PPIACO_mva200 Gold, USD PM/Troy Ounce, Normalized by commodities producer price index 200 Day MA
7909 LBMAGOLD.USD_PM.by.PPIACO_mva050 Gold, USD PM/Troy Ounce, Normalized by commodities producer price index 50 Day MA
7915 LBMAGOLD.USD_PM.by.CPIAUCSL_SmoothDer Derivative of Smoothed Gold, USD/Troy OUnce, Normalized by consumer price index
7916 LBMAGOLD.USD_PM.by.CPIAUCSL_Log Log of Gold, USD/Troy OUnce, Normalized by consumer price index
7917 LBMAGOLD.USD_PM.by.CPIAUCSL_mva365 Gold, USD/Troy OUnce, Normalized by consumer price index 365 Day MA
7918 LBMAGOLD.USD_PM.by.CPIAUCSL_mva200 Gold, USD/Troy OUnce, Normalized by consumer price index 200 Day MA
7919 LBMAGOLD.USD_PM.by.CPIAUCSL_mva050 Gold, USD/Troy OUnce, Normalized by consumer price index 50 Day MA
7925 LBMAGOLD.USD_PM.by.GDP_SmoothDer Derivative of Smoothed Gold, USD/Troy OUnce, Normalized by GDP
7926 LBMAGOLD.USD_PM.by.GDP_Log Log of Gold, USD/Troy OUnce, Normalized by GDP
7927 LBMAGOLD.USD_PM.by.GDP_mva365 Gold, USD/Troy OUnce, Normalized by GDP 365 Day MA
7928 LBMAGOLD.USD_PM.by.GDP_mva200 Gold, USD/Troy OUnce, Normalized by GDP 200 Day MA
7929 LBMAGOLD.USD_PM.by.GDP_mva050 Gold, USD/Troy OUnce, Normalized by GDP 50 Day MA
7930 GDP.by.GDPDEF_YoY Nominal GDP Normalized by GDP def Year over Year
7932 GDP.by.GDPDEF_YoY5 Nominal GDP Normalized by GDP def 5 Year over 5 Year
7936 GDP.by.GDPDEF_Log Log of Nominal GDP Normalized by GDP def
7937 GDP.by.GDPDEF_mva365 Nominal GDP Normalized by GDP def 365 Day MA
7938 GDP.by.GDPDEF_mva200 Nominal GDP Normalized by GDP def 200 Day MA
7939 GDP.by.GDPDEF_mva050 Nominal GDP Normalized by GDP def 50 Day MA
7943 GSG.Close.by.GDPDEF_Smooth Savitsky-Golay Smoothed (p=3, n=365) GSCI Commodity-Indexed Trust, Normalized by GDP def
7946 GSG.Close.by.GDPDEF_Log Log of GSCI Commodity-Indexed Trust, Normalized by GDP def
7949 GSG.Close.by.GDPDEF_mva050 GSCI Commodity-Indexed Trust, Normalized by GDP def 50 Day MA
7953 GSG.Close.by.GSPC.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365) GSCI Commodity-Indexed Trust, Normalized by S&P 500
7956 GSG.Close.by.GSPC.Close_Log Log of GSCI Commodity-Indexed Trust, Normalized by S&P 500
7958 GSG.Close.by.GSPC.Close_mva200 GSCI Commodity-Indexed Trust, Normalized by S&P 500 200 Day MA
7959 GSG.Close.by.GSPC.Close_mva050 GSCI Commodity-Indexed Trust, Normalized by S&P 500 50 Day MA
7960 GDPBYPOPTHM_YoY GDP/Population Year over Year
7962 GDPBYPOPTHM_YoY5 GDP/Population 5 Year over 5 Year
7966 GDPBYPOPTHM_Log Log of GDP/Population
7968 GDPBYPOPTHM_mva200 GDP/Population 200 Day MA
7969 GDPBYPOPTHM_mva050 GDP/Population 50 Day MA
7970 GDPBYCPIAUCSL_YoY GDP divided by CPI Year over Year
7972 GDPBYCPIAUCSL_YoY5 GDP divided by CPI 5 Year over 5 Year
7976 GDPBYCPIAUCSL_Log Log of GDP divided by CPI
7978 GDPBYCPIAUCSL_mva200 GDP divided by CPI 200 Day MA
7979 GDPBYCPIAUCSL_mva050 GDP divided by CPI 50 Day MA
7980 GDPBYCPIAUCSLBYPOPTHM_YoY GDP divided by CPI/Population Year over Year
7982 GDPBYCPIAUCSLBYPOPTHM_YoY5 GDP divided by CPI/Population 5 Year over 5 Year
7986 GDPBYCPIAUCSLBYPOPTHM_Log Log of GDP divided by CPI/Population
7988 GDPBYCPIAUCSLBYPOPTHM_mva200 GDP divided by CPI/Population 200 Day MA
7989 GDPBYCPIAUCSLBYPOPTHM_mva050 GDP divided by CPI/Population 50 Day MA
7993 GSPC.CloseBYMDY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365) GSPC by MDY
7995 GSPC.CloseBYMDY.Close_SmoothDer Derivative of Smoothed GSPC by MDY
7996 GSPC.CloseBYMDY.Close_Log Log of GSPC by MDY
7998 GSPC.CloseBYMDY.Close_mva200 GSPC by MDY 200 Day MA
7999 GSPC.CloseBYMDY.Close_mva050 GSPC by MDY 50 Day MA
8003 QQQ.CloseBYMDY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365) QQQ by MDY
8005 QQQ.CloseBYMDY.Close_SmoothDer Derivative of Smoothed QQQ by MDY
8006 QQQ.CloseBYMDY.Close_Log Log of QQQ by MDY
8008 QQQ.CloseBYMDY.Close_mva200 QQQ by MDY 200 Day MA
8009 QQQ.CloseBYMDY.Close_mva050 QQQ by MDY 50 Day MA
8016 GSPC.DailySwing_Log Log of S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
8019 GSPC.DailySwing_mva050 S&P 500 (^GSPC) Daily Swing: (High - Low) / Open 50 Day MA
8025 GSPC.Open.by.GDPDEF_SmoothDer Derivative of Smoothed S&P 500 (^GSPC) Open divided by GDP deflator
8026 GSPC.Open.by.GDPDEF_Log Log of S&P 500 (^GSPC) Open divided by GDP deflator
8029 GSPC.Open.by.GDPDEF_mva050 S&P 500 (^GSPC) Open divided by GDP deflator 50 Day MA
8035 GSPC.Close.by.GDPDEF_SmoothDer Derivative of Smoothed S&P 500 (^GSPC) Close divided by GDP deflator
8036 GSPC.Close.by.GDPDEF_Log Log of S&P 500 (^GSPC) Close divided by GDP deflator
8039 GSPC.Close.by.GDPDEF_mva050 S&P 500 (^GSPC) Close divided by GDP deflator 50 Day MA
8045 HNFSUSNSA.minus.HSN1FNSA_SmoothDer Derivative of Smoothed Houses for sale - houses sold
8046 HNFSUSNSA.minus.HSN1FNSA_Log Log of Houses for sale - houses sold
8047 HNFSUSNSA.minus.HSN1FNSA_mva365 Houses for sale - houses sold 365 Day MA
8048 HNFSUSNSA.minus.HSN1FNSA_mva200 Houses for sale - houses sold 200 Day MA
8049 HNFSUSNSA.minus.HSN1FNSA_mva050 Houses for sale - houses sold 50 Day MA
8055 MSPUS.times.HOUST_SmoothDer Derivative of Smoothed New privately owned units start times median price
8056 MSPUS.times.HOUST_Log Log of New privately owned units start times median price
8057 MSPUS.times.HOUST_mva365 New privately owned units start times median price 365 Day MA
8058 MSPUS.times.HOUST_mva200 New privately owned units start times median price 200 Day MA
8059 MSPUS.times.HOUST_mva050 New privately owned units start times median price 50 Day MA
8065 HOUST.div.POPTHM_SmoothDer Derivative of Smoothed Housing starts divided by U.S. population
8066 HOUST.div.POPTHM_Log Log of Housing starts divided by U.S. population
8067 HOUST.div.POPTHM_mva365 Housing starts divided by U.S. population 365 Day MA
8068 HOUST.div.POPTHM_mva200 Housing starts divided by U.S. population 200 Day MA
8069 HOUST.div.POPTHM_mva050 Housing starts divided by U.S. population 50 Day MA
8075 MSPUS.times.HNFSUSNSA_SmoothDer Derivative of Smoothed New privately owned 1-family units for sale times median price
8076 MSPUS.times.HNFSUSNSA_Log Log of New privately owned 1-family units for sale times median price
8077 MSPUS.times.HNFSUSNSA_mva365 New privately owned 1-family units for sale times median price 365 Day MA
8078 MSPUS.times.HNFSUSNSA_mva200 New privately owned 1-family units for sale times median price 200 Day MA
8079 MSPUS.times.HNFSUSNSA_mva050 New privately owned 1-family units for sale times median price 50 Day MA
8086 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S_Log Log of Median home price times new and existing houses sold
8088 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S_mva200 Median home price times new and existing houses sold 200 Day MA
8089 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S_mva050 Median home price times new and existing houses sold 50 Day MA
8096 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S.by.GDP_Log Log of New and existing home sales volume
8098 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S.by.GDP_mva200 New and existing home sales volume 200 Day MA
8099 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S.by.GDP_mva050 New and existing home sales volume 50 Day MA
8100 TOTLNNSA.PLUS.WRESBAL Total Loans Plus All Reserves (TOTLNNSA + WRESBAL)
8101 TOTLLNSA.PLUS.WRESBAL Total Loans Plus All Reserves (TOTLLNSA + WRESBAL)
8102 GDP_YoYTODGS1 Economic Yield Curve, GDP YoY and 1-Year Tr (GDP_YoY-DGS1)
8103 GDP_YoYTOTB3MS Economic Yield Curve, GDP YoY and 3-Month Tr (GDP_YoY-TB3MS)
8104 OPHNFB_YoYTODGS1 Productivity Yield Curve, Real output YoY and 1-Year Tr (OPHNFB_YoY-DGS1)
8105 GSPC.Open_mva200_Norm S&P 500 normalized by 200 SMA
8106 GSPC.Open_mva050_mva200 S&P 500 50 SMA - 200 SMA
8107 GSPC.Open_mva050_mva200_sig Sell Signal S&P 500 50 SMA - 200 SMA
8108 MULTPLSP500PERATIOMONTH_Mean S&P 500 TTM P/E Average (Excludes Values Greater Than 50)

Equities

Equity indexes normalized by GDP

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The last two years compare favorably with the period around the late 1950’s. Need to dig into this one.

datay <- "GSPC.Close"
ylim <- c(2000, d.GSPC.max)
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window = 60)
my.data[[1]]

Look at how the different segments of the market move

datay <- "GSPC.CloseBYMDY.Close_YoY"
ylim <- c(-50, 75)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

datay <- "GSPC.CloseBYMDY.Close"
ylim <- c(0, 20)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

S&P 500 Normalized moving average

Look at moving average relationship by dividing the S&P 500 open price by the 200 day SMA.

datay <- "GSPC.Open_mva200_Norm"
ylim <- c(50, 125)
dt.start = as.Date('2008-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Crossovers

Look at the 50 DMA versus 200 DMA, often used as a technical indicator of market direction.

datay <- "GSPC.Open_mva050_mva200"
ylim <- c(-300, 300)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

datay <- "GSPC.Open_mva050_mva200_sig "
ylim <- c(0.0, 1.0)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

S&P 500 TTM P/E

Take a look at some of the earnings trends from SilverBlatt’s sheet.

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Take a longer look back at as-reported and operating earnings

Market prices can out-run earnings so take a look at price to earnings.

Focus on some of the more recent activity

S&P 500 Sales

datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 2000)
dt.start <- as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 2000)
dt.start = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Unit Profits

The series peaks in the middle of a bull market.

S&P 500 dividends

12-month real dividend per share inflation adjusted November, 2018 dollars. Data courtesy Standard & Poor’s and Robert Shiller.

https://www.quandl.com/data/MULTPL/SP500_DIV_MONTH-S-P-500-Dividend-by-Month

Evaluate year over year dividend growth.

Real value dividend growth.

datay <- "MULTPLSP500DIVMONTH_YoY"
ylim <- c(-40, 20)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 dividend yield (12 month dividend per share)/price. Yields following September 2018 (including the current yield) are estimated based on 12 month dividends through September 2018, as reported by S&P. Sources: Standard & Poor’s for current S&P 500 Dividend Yield. Robert Shiller and his book Irrational Exuberance for historic S&P 500 Dividend Yields.

https://www.quandl.com/data/MULTPL/SP500_DIV_YIELD_MONTH-S-P-500-Dividend-Yield-by-Month

datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(0, 12)
dtStart = as.Date('1950-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(1, 4)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 Volume

The log of the S&P volume has some interesting patterns, but nothing that seems to help with a recession indicator.

That is one spiky data series. Not sure there is a lot to help us here.

Russell 2000

Take a look at recent activity in the small cap market.

S&P 500 to Rusell 2000

Thirty day movement

Correlation

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S&P 500 to MDY (Mid-cap) 2000 Correlation

datay1 <- "RLG.Open"
ylim1 <- c(0, 2500)

datay2 <- "MDY.Open"
ylim2 <- c(0, 500)

dtStart <- as.Date("1jan2003","%d%b%Y")

w <- 30
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)
## Warning in max.default(structure(numeric(0), class = "Date"),
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Dividend Stocks

This is an interesting series, they should perform better through the recessions. Unfortunately they are short lived so there is not much data so this is more of a place holder for now.

datay <- "NOBL.Open"
ylim <- c(40, 110)
dt.start <- as.Date('2014-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Margin and option data

NYSE Margin Debt

Taking a look at margin debt. NYXDATA stopped providing NYSE margin debt data on Dec 2017. Data is available from FINRA, but it includes more accounts than the data did for NYXdata. I stitched togeter the data sets: data after Jan 2010 include NYSE+Others, data prior is just NYSE account data scaled up to match the FINRA data.

It tends to creep up when there is a frenzy in the stock market.

datay <- "FINRAMarginDebt_Log"
ylim <- c(5, 15)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Take a close look at recent activity

Sometimes it is more helpful to view year over year growth.

More near-term trend.

Take a look at some of the correlations

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

Comparison to the Russell 2000

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "RLG.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

OCC Options Volumes

See what is happening with the options volumes for equities. (From: https://www.theocc.com/webapps/historical-volume-query)

Looks like options on non-equity co-occurs with peaks/troughs?.

Market Volatility

Take a look at some of the indications of market volatility

CBOE VIX

As markets become complacent (low VIX) and high values, peaks often occur.

Compare the VIX to some of the ETF’s out there.

There

Not much predictive in VIX, take a quick look at the smoothed derivative.

S&P Daily Swings

Daily changes in the S&P should correlate well with the VIX.

More of a correlating series than a predictor.

Employment and payrolls

Unemployment rates

Unemployment rates will probably be useful, let’s take a look at the U-3. The data is a little noisy so there is also a smoothed version plotted. There seems to be a relationship between the unemployment rate and the recessions, but it could be a lagging indicator. This will be explored a little bit more later.

Suggested by Charlie and a Wealthian video the 12 month-MA might be helpful to look at.

Looking at the unemployment rate, the eye is drawn to the rise and fall of the data, this suggests that the derivative might be helpful as well. The figure below shows the results, using a Savitzky-Golay FIR filter. It looks like the unemployment rate peaks in the middel of the recession. That peak might be a good buy signal.

Continuing Claims

A good measure of how much unemployment is growing.

Continued claims, also referred to as insured unemployment, is the number of people who have already filed an initial claim and who have experienced a week of unemployment and then filed a continued claim to claim benefits for that week of unemployment. Continued claims data are based on the week of unemployment, not the week when the initial claim was filed

https://fred.stlouisfed.org/series/CCNSA

A good measure of how much unemployment is growing

Initial Claims

A good measure of how much unemployment is growing.

An initial claim is a claim filed by an unemployed individual after a separation from an employer. The claim requests a determination of basic eligibility for the Unemployment Insurance program.

https://fred.stlouisfed.org/series/ICSA

Unemployment rates, year-over-year

Both the headline unemployment and U-6 number changes are similar. During the upswing on the cycle it does look like the headline number falls faster than U-6

The second derivative of the unemployment rate does have zero crossings near the middle point of a recession. This would make it a helpful buy signal for the trading strategy.

Unemployment rates, similar periods

Historically the last two years of record low unemployment appear most similar to the 1971-1973 time frame. Just before inflation took off.

Unemployment rates, U-6 and headline number.

Let’s also take a look at the total unemployed, U-6. It continues to fall as the headline number stabilizes as people return to the work force. An indicator the cycle is beginning to top out.

Difference between U6 and U3 to see how close the economy is getting to full employment.

Unemployment and market bottoms

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Initial jobless claims

We will also take a look at initial jobless claims, this should start to rise just before the unemployment rate.

It looks like the jobless claim tend to peak more towards the end of the recession. It does not seem to be as strong of a sell indicator as the U-3 rate.

Jobless claims have a seasonal component to them. One way to reduce this effect is to calculate year over year growth. That helps some, the peaks seem to be more closely aligned with the middle to end of recessions.

Take a closer look at recent data

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Take a look at the percentage of the population looking for work

A bit more recent trend

Unemployment Level

ADP data here. comes out before the official numbers.

Look at the year-over-year change in ADP.

ADP data divided by the population

Payrolls

Look at the BLS data on payrolls. Check the NSA series, then we will look at YoY data.

Hours worked

Sparked by an article at Mises (https://mises.org/wire/how-alexandria-ocasio-cortez-misunderstands-american-poverty), take a look at average weekly hours

The time series is pretty lumpy, plot the YoY change

A more recent look at average weekly hours of production

Industrial Production

Industrial production is also known to fall during an economic downturm, let’s take a look at some of the data from the FRED on industrial production. It does seem to peak prior to a recession so let’s smooth and look at the derivative as it might be a good indicator as well.

Industrial production over the last ten years or so

The derivative isn’t bad, but it sometimes crosses zeros well into a recession. That is less helpful as either a buy or sell indicator. A better measure might year over year (YoY) change.

The year over year change has a similar appearance. The low values at the beginning make the year over year values larger than the more recent values. Seems like it will rank low a reliable indicator.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 12)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 50)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail Sales

Retail sales, aggregate

Retail sales also change during recession. As the plot below shows, it seems to follow the trend of industrial production. It might be too strongly correlated to add much to the model. The will be examined in the correlation section.

The derivative of retail sales is a little more erratic than is was the industrial products. Looks like it might be helpful to include in the model as well.

Retail sales, aggregate year-over-year

Take a look at year-over-year changes

Retail sales and unemployment correlations

Let’s see how that looks on year over year basis. Interesting to compare to unemployment rates there appears to a correlation over the long term.

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There is some similarity. The rolling correlation shows the inverse relationship prior to a recession.

datay1 <- "RSALESAGG_YoY"
ylim1 <- c(-12.5, 12.5)

datay2 <- "UNEMPLOY_YoY"
ylim2 <- c(-30, 150)

dtStart <- as.Date("1jan1970","%d%b%Y")

w <- 180
corrName <- calcRollingCorr(dfRecession,df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail sales correlation and industrial production

Industrial production and retail sales look very similar so the plot below shows the 360 correlation. The corerlation does tend to fall around a recession, although 2008 was so bad that they both fell together. Not sure if it is that useful.

datay1 <- "INDPRO"
ylim1 <- c(40, 125)

datay2 <- "RSALESAGG"
ylim2 <- c(100000, 200000)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 60
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

It is interesting to see the strong correlation; however, I suspect this is due to more to the shape of the trends. How do the YoY correlations look? They are a little less correlated, probably better to use in the machine learning later.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 20)

datay2 <- "RSALESAGG_YoY"
ylim2 <- c(-20, 20)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Advance Retail Sales

This is an advanced estimate of the retail sales value.

Also take a look at year over year

Retail sales and the labor market

Income

Real Personal Income

Real Personal Income (Excluding Transfer, Annual)

During a recession real personal income falls. In the plot the peaks can be seen prior to each recession.

datay <- "W875RX1"
ylim <- c(3000, 15000)
plotSingleQuickModern(datay, ylim)

The features we are interested in are the peaks and valleys so we’ll use the derivative to get to those. Interesting, there is usually a first zero crossing before a recession and a second during or just after the recession.

Real personal income might have some seasonal variance, but it seems the year over year change tells the same story.

Price and cost measures

This section shows price and cost measures.

Two commonly used indexes are the CPI (consumer price index) and PPI (producer price index). CPI tries to show final prices paid for goods and services by urban U.S. consumers. This index includes sales tax and imports. The PPI attempts to reflect the prices paid at all stages of production, including goods and services purchases as inputs as well as goods and services purchased by consumers from retail and producer sellers. The PPI does not include imports or sales tax. The CPI reflects all rebates and financing plans wherease the PPI reflects only those rebate and financing plans provided by the producer. For example if an automotive manufacturer offers a rebate of $500 and the dealer offers an additional rebate of $500 then the PPI would reflect only the automotive manufacturer rebate, but the CPI would reflect both rebates.

Sources; https://www.bls.gov/opub/hom/pdf/cpihom.pdf and https://www.bls.gov/opub/hom/pdf/ppi-20111028.pdf.

Consumer price index

What does CPI look like?

datay <- "CPIAUCSL"
ylim <- c(0, 300)
plotSingleQuickModern(datay, ylim)

Check out the YoY growth

datay <- "CPIAUCSL_YoY"
ylim <- c(-2, 15)
plotSingleQuickModern(datay, ylim)

CPI to PPI

Suggested by Charlie, it can be helpful to look at the relationship between producer prices and consumer prices.

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Producer Price Index (Commodities)

Commodities

Basket

Take a look at some trends of baskets of commodities.

This plot examines commodity performance relative to the GDP deflator

Crude oil

Look at a trend of West Texas Intermediate (WTI)

This is ticker data from yahoo

Take a look at both WTI and Brent crude.

Real price of crude using producer price index for commodities

Gold

As risks increase investors often flock to safe haven assets like gold. An up-tick in prices can indicate investor uncertainty. This can be seen in the nominal price plot around 1980 and again in 2007.

This plots out the real price of gold by two different deflators. PPI corrected price is a little higher, to be expected since CPI also includes the effects of sales tax and imports. The spike in 1980 is especially pronounced in this series.

See how nominal and real prices look year over year. From the long-term view seems like there is little difference in the three series. Although not shown, even over the near-term there is little difference in the series.

See how gold correlates with the VIX. Both gold and VIX should respond to investor axiety, but it doesn’t look like it correlates very well.

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Copper

Dr. Copper has a reputation as an indicator of economic malaise, but it does not seem to have much of a correlation with the recessions. The series below is from CME via Quandl. It has a lot of data so I am also looking at the smoothed version.

Copper is one of the commodities in the PPI so it is a bit of a proxy for how copper is doing relative to the basket of commodities.

The change in prices, year over year, do generally peak prior to a recession. The time and shape of this peak varies, but it still might be helpful. A couple of the large troughs do seem to correlate with the end of the recession. Likely this is because industrial production has also fallen.

There is some correlation between copper and the smooth recession initiator, especially at the end of the recession.

Might be easier to see correlation in a dot plot format.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 342 rows containing non-finite values (stat_smooth).

This is a legacy series from FRED. It has not been updated in a couple of years so I am assuming it will go away.

Oil Services

Amazing events in the first half of 2020, take a look at those

See how the players are doing

Federal Reserve

The federal reserve has an impact on the economy, here are some data series relating to that.

Little bit closer

datay <- "WALCL"
ylim <- c(0, 10000)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Federal Reserve Reverse Repo Agreements

Compare liabilities to reverse repo trends

Take a look at more recent trends

Spiky, might be easier to look at year-over-year

Normalized by GDP

datay <- "WLRRAL.by.GDP"
ylim <- c(0, 4)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Overnight Bank Funding Rate

“The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. Volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Specifically, the volume-weighted median rate is calculated by ordering the transactions from lowest to highest rate, taking the cumulative sum of volumes of these transactions, and identifying the rate associated with the trades at the 50th percentile of dollar volume. The published rates are the volume-weighted median transacted rate, rounded to the nearest basis point.” https://www.newyorkfed.org/markets/obfrinfo.

Secured Overnight Financing Rate

“The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials” " https://apps.newyorkfed.org/markets/autorates/sofr

Take a look at the variation (99th - 1st percentile)

Reserve Balances with Federal Reserve Banks

Hard to get a sense of these series in the absolute. Take a look relative to GDP.

By double entry book-keeping reserves+loans (assets) = deposit (liabilities). Does that really work?

Correlation Between Reserves and Total Loans

As reserves increase there should be less lending. That correlation generally holds.

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Did the reserve balances increase after the 2016 and 2018 drops? Not in the same way. There are some relationships between the equities market and the reserves though.

Explicitly correlate reserve balances and total loans. It is a weak and noisy correlation.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 990 rows containing non-finite values (stat_smooth).

Interest on excess reserves

Monetary Base

Currency trend, base

This used to trend along with GDP. It doesn’t anymore.

Money supplies

Basic currency trend (currency component of M1)

datay <- "WCURRNS_YoY"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 17)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

datay <- "WCURRNS_YoY"
dtStart = as.Date('2000-01-01')
ylim <- c(0, 20)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

The rate of change of money supply could be an indicator of a recession. Let’s see how that compares.

Intervention in the repo market

The federal reserve provides liquidity to the repo market, summary of that action

European central bank

The European central band (ECB) has taken a different path compared to the US Federal Reserve bank.

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Federal Debt

The government is a big driver of the economy, let’s see what it is doing in the debt markets.

datay <- "GFDEBTN"
ylim <- c(0, 35000000)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_Log"
ylim <- c(12, 18)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_YoY"
ylim <- c(-10, 25)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal debt as percent GDP

datay <- "GFDEGDQ188S"
ylim <- c(30, 150)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal deficit as percent GDP

datay <- "FYFSGDA188S"
ylim <- c(-30, 5)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Charlie Hatch has a nice format of deficit versus debt:

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Nonfinancial Corporate Business Debt

What about Nonfinancial corporate business and debt securities? Hopefully this doesn’t follow the business loan trends.

That is crazy steep. Time for a log format, see if that brings out the peaks and troughs. That’s a litte better, it looks like there might be a change in slope prior to the recessions.

The derivative doesn’t seem to be much help. There is not much correlation between the zero crossings and the NEBR recessions.

Debt cycle

This analysis roughly follows the ideas in Big Debt Crises book by Ray Dalio.

Total loans

One business cycle theory describes recessions as a market adjustment to mis-allocated assets, often fueled by an credit expansion. That makes the volume of loans an interesting feature to look at. In the presentation of data it looks like the great recession had the largest impact.

Plotting the year over year growth rate helps pull out those small changes in the early years in the data. Peaks can be seen prior to most recessions.

Zoom in to the last couple of decades

As long term interest rates rise, loans should start to tick down. To check this, the total loans and 10 to 1 year spreads are plotted. This is generally the trend observed.

There is a good correlation between these two variables. This next section plots that correction explicitly.

Total loans as percent of GDP

This is the total loans. I think the picture is too broad to point to a specific sector of the economy. The debt burden assumes interest rates are tied to the 10-year treasury: (TOTLNNSA * DGS10) / 100

Commercial and industral loans

Business loans should slow before the recession (a contraction in credit as rates rise).

Commercial and industrial loans as percent of GDP and and income

Look at business debt normalized by GDP over the entire time series. This ratio often peaks at the mid-point of a recession.

https://www.wsj.com/articles/this-isnt-your-fathers-corporate-bond-market-11590574555

“Bonds are behaving more like bank debt, which tends to remain stable or even increase at the onset of recessions, as lenders keep distressed clients afloat—and only later turn off the taps. This was confirmed by a recent report from the Bank for International Settlements. It also found a tight link between this lending cycle and the “real” economy’s booms and busts."

I assume that interest is related to the 10-year treasure: (TOTCINSA * DGS10) / 100

Farm loans

See how the farming sector is fairing.

Real estate loans

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

This gives a big picture, but makes it hard to connect the loans with the income needed to cover those loans. In the next section, loans will be broken up by commercial and residential.

Real Estate (Residential)

In absolute terms the mortgages have increased, but it does not appear to be out of line with the overall economy.

Normalized by GDP it is easier to see the peak in 2008 and that loan levels appear reasonable at the commercial banks. I updated this plot to include the estimated single-family home sales volume to give a sense of percentage of home sales that are cash.

Maybe the GSE’s are making loans. Take a look at the total mortgages from Z.1 as a percentage of GDP. That does not look too far off trend (ignoring that peak in 2008).

I am assuming that personal income is paying for the mortgages.

Real estate (residential) as percent of GDP and and income

## Warning: Removed 1 rows containing missing values (geom_text).

How do the number of starts compare to population?

Consumer loans

Focusing on the consumer sector the growth in debt and incomes can be directly compared. Personal income, as a percent of GDP, remains nearly constant. It is not uncommon for the personal income to rise prior to a recession. Likely this reflect increasing asset prices and market returns. Also interesting to see the loans pick up after interest rates dropped in 1982.

Consumer loans as percent of GDP and and income

Take a closer look since the 2008 recession. Looks like loans are starting to slow as the interest burden rises and incomes remain stable. There are some anomolies in the A065RC1A027NBEA data series because it only updates onces a year. the PI series updates once a month but is noisier and seasonally adjusted. It also shows incomes rising in the middle of the 2008 recession, which doesn’t seem to be accurate.

## Warning: Removed 1 rows containing missing values (geom_text).
## Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Repo market

This market went through some stress in 2008, it is happening again so setup some plots to watch it.

Nonfincial corporate business security repo asset level

Bonds

T-Bills and Yield Curve

Speaking of loans, interest rates also play into this. This analysis will focus on treasure bills. The 3-month is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 6.0)
dtStart = as.Date('2017-01-01')
p1 <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

# {r bond3monthlibor, echo=FALSE } # # datay <- "TB3MS" # datay_aux <- "USD1MTD156N" # ylim <- c(0, 12) # dtStart = as.Date('1985-01-01') # myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", # getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE) # myPlot <- myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE) # # myPlot # # Check out LIBOR and fed funds rate

The 1-year is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "DGS10"
datay.aux <- "TNX.Close"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

Close in, the trend towards inversion be more easily seen. I am also comparing data from the CBOE as well as FRED.

Bond yields are a good proxy for interest rates. As rates rise the theory goes that loans should decrease (inverse correlation).

And a longer window

The yield curve (30 year bond rate minus the 10 year bond rate) may not be a good recession indicator, but a collapse is not good (https://blogs.wsj.com/moneybeat/2018/04/30/theres-more-than-one-part-of-the-yield-curve-getting-flatter/).

The yield curve (10 year bond rate minus the 1 year bond rate) seems to a good indicator of an oncoming recession. It could be a buy indicator by itself.

More recent data

Just the last 24 months or so.

Plot the 10 Year to 3 month over a few decades to see what the outling cases look like

The last two year compare favorably with the period around the 2015-2016 turndown, driven primarily by slowing of the Chinese GDP. Not a debt-driven cycle.

This plot format was suggested by a mises.org article (https://mises.org/wire/yield-curve-accordion-theory), but they only went back to 1988. The date seemed arbitrary so I went back further in time.

Take a look at more recent data

Try looking at a 1-year average of the above time series

High quality bonds

datay <- "AAA"
ylim <- c(1.5, 10)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds to 10-year treasury

High quality bonds long-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('1967-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds near-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('2007-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High yield spread

“This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate A Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating A. The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond‚Äôs OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.”

  • ICE Benchmark Administration Limited (IBA), ICE BofAML US Corporate A Option-Adjusted Spread [BAMLC0A3CA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A3CA, July 4, 2019.
datay <- "BAMLC0A3CA"
ylim <- c(0, 7)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Municipal bond market

Suggest by a WSJ article, change in volume for high-risk muni’s. Doesn’t look like there is much too it yet.

https://www.wsj.com/articles/risky-municipal-bonds-are-on-a-hot-streak-11558949401?mod=hp_lead_pos3

datay <- "HYMB.Close"
ylim <- c(40, 62)
dtStart = as.Date('2011-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

datay <- "HYMB.Volume"
ylim <- c(0, 1750000)
p1.vol <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


datay <- "GSPC.Open"
datay_aux <- "GSPC.Close"
ylim <- c(1500, d.GSPC.max )
p2 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


grid.arrange(p1,
             p1.vol,
             p2,
             ncol = 1,
             top = "High Yield Muni's and S&P Price")

Total Loans and yield curve correlation

This relationship was suggest by Charlie and it is an interesting one. As the yield curve flattens (10-year and 1-year rates converge), total loans grow. The generalization is not always accurate, but it does fit.

## `geom_smooth()` using formula 'y ~ x'

I wanted to see how this looked compared to the 3 month

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 282 rows containing non-finite values (stat_smooth).

Consumer loans and yield curve correlation

Compared to business loans, consumer loans seem to have to response to the 10Y to 3M yield curve.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 311 rows containing non-finite values (stat_smooth).

Business loans and yield curve correlation

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 104 rows containing non-finite values (stat_smooth).

That’s pretty good correlation. Let’s see what the rolling correlation looks like.

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 720
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

One other items, let’s see how loans do versus the federal funds rate

## `geom_smooth()` using formula 'y ~ x'

Baker Hughes Rig Count

BEA Supplemental Estimates, Motor Vehicles

Definitions

Autos–all passenger cars, including station wagons.
Light trucks–trucks up to 14,000 pounds gross vehicle weight, including minivans and
sport utility vehicles. Prior to the 2003 Benchmark Revision light trucks were up to 10,000 pounds.
Heavy trucks–trucks more than 14,000 pounds gross vehicle weight.
Prior to the 2003 Benchmark Revision heavy trucks were more than 10,000 pounds.
Domestic sales–United States (U.S.) sales of vehicles assembled in the U.S., Canada, and Mexico.
Foreign sales–U.S. sales of vehicles produced elsewhere.
Domestic auto production–Autos assembled in the U.S.
Domestic auto inventories–U.S. inventories of vehicles assembled in the U.S., Canada, and Mexico.

TAble 6 - Light Vehicle and Total Vehicle Sales

Auto sales

A WSJ article suggested that auto sales might be a good indicator so bring that to the mix. It does have troughs that correlate with recessions

There might be some seasonal variance in the auto sales so lets take a look at the year over year. The data is pretty noisy, it probably will not make a very good indicator.

BEA Gross Domestic Product

Data in this section come from the Bureau of Economic Analysis.

Table 1.1.5. Gross Domestic Product

[Billions of dollars] Seasonally adjusted at annual rates

A191RC: Gross Domestic Product - Line 1

GDP numbers tend to lag so this series is truly an afterthought. But it does have some correlation with the recessions.

GDP does not reflect the capacity of the economy nor the efficiency. Shrinking capacity and lower prices at constant volumes would indicate improvements in effeciency/productivity which is good for the economy, but does not move the GDP upward.

Looks like the year over year change on the GDP should correlate well with unemployment.

Table 1.1.9. Implicit Price Deflators for Gross Domestic Product

[Index numbers, 2012=100] Seasonally adjusted

A191RD: Gross Domestic Product - Line 1

This is GDP price deflator series.

GDP normalized by CPI

Normalize GDP by CPI

Economic yield curve (GDP to 1-year treasury)

GDP versus the yield on the 1-year. This series was prompted by an article suggesting that the “economic yield curve” should be used to indicate a recession rather than an inverted yield curve. Less of indicator and more of concurrent confirmation of recession. Not sure why they would be related either.

Economic yield curve (GDP to 3-month treasury)

Same idea as above, but applied the 3-month treasury.This one has fewer false triggers, but is not as helpful as 10Y to 3M spread in predicting a recession.

A824RC: National defense Federal Gov’t Expenditures - Line 24

U.S. Bureau of Economic Analysis, Federal Government: National Defense Consumption Expenditures and Gross Investment [FDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FDEFX, April 6, 2021.

A825RC: Nondefense Federal Gov’t Expenditures - Line 25

U.S. Bureau of Economic Analysis, Federal Government: Nondefense Consumption Expenditures and Gross Investment [FNDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FNDEFX, April 6, 2021.

Table 6.16D. Corporate Profits by Industry

Select series from Table 6.16D

A051RC: Corporate profits with inventory and capital consumption adjustment

From BEA’s documentation (https://www.bea.gov/media/5671):

“BEA’s featured measure of corporate profits — profits from current production - provides a comprehensive and consistent economic measure of the income earned by all U.S. corporations. As such, it is unaffected by changes in tax laws, and it is adjusted for nonreported and misreported income. It excludes dividend income, capital gains and losses, and other financial flows and adjustments, such as deduction for “bad debt.” Thus, the NIPA measure of profits is a particularly useful analytical measure of the health of the corporate sector. For example, in contrast to other popular measures of corporate profits, the NIPA measure did not show the large run-up in profits during the late 1990s that was primarily attributable to capital gains.

Profits after tax with IVA and CCAdj is equal to corporate profits with IVA and CCAdj less taxes on corporate income. It provides an after-tax measure of profits from current production."

Data is Line 1 of Table 6.16D

A053RC: Corporate profits without inventory and capital consumption adjustment

Profits look a bit flat over the last several years in this series.

Table 2.6. Personal Income and Its Disposition, Monthly

Billions of dollars; months are seasonally adjusted at annual rates.

A065RC Personal Income - Line 1

BEA Account Code: A065RC

Personal income is the income that persons receive in return for their provision of labor, land, and capital used in current production and the net current transfer payments that they receive from business and from government.25 Personal income is equal to national income minus corporate profits with inventory valuation and capital consumption adjustments, taxes on production and imports less subsidies, contributions for government social insurance, net interest and miscellaneous payments on assets, business current transfer payments (net), current surplus of government enterprises, and wage accruals less disbursements, plus personal income receipts on assets and personal current transfer receipts. A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Income [PI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PI, July 11, 2019.

DPCERC: Personal consumption expenditures (PCE) - Table 2.1, Line 29

BEA Account Code: DPCERC Personal consumption expenditures (PCE) is the primary measure of consumer spending on goods and services in the U.S. economy. 1 It accounts for about two-thirds of domestic final spending, and thus it is the primary engine that drives future economic growth. PCE shows how much of the income earned by households is being spent on current consumption as opposed to how much is being saved for future consumption. -https://www.bea.gov/system/files/2019-12/Chapter-5.pdf

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures [PCE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCE, June 12, 2020

DPCERG: Personal consumption expenditures Price Index (PCEPI) - Table 2.1, Line 29

BEA Account Code: DPCERG The gross domestic product price index measures changes in prices paid for goods and services produced in the United States, including those exported to other countries. Prices of imports are excluded. The gross domestic product implicit price deflator, or GDP deflator, basically measures the same things and closely mirrors the GDP price index, although the two price measures are calculated differently. The GDP deflator is used by some firms to adjust payments in contracts.

The gross domestic purchases price index is BEA’s featured measure of inflation for the U.S. economy overall. It measures changes in prices paid by consumers, businesses, and governments in the United States, including the prices of the imports they buy.

BEA’s closely followed personal consumption expenditures price index, or PCE price index, is a narrower measure. It looks at the changing prices of goods and services purchased by consumers in the United States. It’s similar to the Bureau of Labor Statistics’ consumer price index for urban consumers. The two indexes, which have their own purposes and uses, are constructed differently, resulting in different inflation rates.

The PCE price index is known for capturing inflation (or deflation) across a wide range of consumer expenses and for reflecting changes in consumer behavior. For example, if the price of beef rises, shoppers may buy less beef and more chicken. Also, BEA revises previously published PCE data to reflect updated information or new methodology, providing consistency across decades of data that’s valuable for researchers. The PCE price index is used primarily for macroeconomic analysis and forecasting. -https://www.bea.gov/resources/learning-center/what-to-know-prices-inflation

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures: Chain-type Price Index [PCEPI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCEPI, April 25, 2021.

A072RC: Personal Savings Rate - Line 35

Consumers tend to pull down their savings rates as unemployment decreases and market conditions improve. This series has tended to be unreliable due to the size of revisions during the comprehensive update carried out by the BEA. The last update on this series moved the rate from 4.2 to 6.7 percent.

(https://www.bloomberg.com/news/articles/2018-07-27/americans-have-been-saving-much-more-than-thought-new-data-show)

BEA Account Code: A072RC Personal saving as a percentage of disposable personal income (DPI), frequently referred to as “the personal saving rate,” is calculated as the ratio of personal saving to DPI. Personal saving is equal to personal income less personal outlays and personal taxes; it may generally be viewed as the portion of personal income that is used either to provide funds to capital markets or to invest in real assets such as residences.(https://www.bea.gov/national/pdf/all-chapters.pdf) A Guide to the National Income and Product Accounts of the United States (NIPA).

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Saving Rate [PSAVERT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PSAVERT, July 9, 2019.

Take a closer look at the last decade

The relationship between personal savings and unemployment (U-3) can be better visualized with a scatter plot

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 172 rows containing non-finite values (stat_smooth).

The fit does not explain most of what is in the plot. Lets take a look at the rolling correlation.

datay1 <- "UNRATE"
ylim1 <- c(2, 12)

datay2 <- "PSAVERT"
ylim2 <- c(0, 35)

dtStart <- as.Date("1jan1985","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Personal savings to household net worth

A relationship between personal savings and household networth can be seen in a scatter plot. This was suggested by a WSJ article (https://blogs.wsj.com/dailyshot/2018/02/23/the-daily-shot-reasons-for-declining-u-s-household-savings-rate/).

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 815 rows containing non-finite values (stat_smooth).

U.S. Census Bureau

U.S. International Trade in Goods and Services (FT900)

U.S. Bureau of Economic Analysis and U.S. Census Bureau, U.S. Imports of Goods by Customs Basis from China [IMPCH], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/IMPCH, October 5, 2019.

New Houses Sold and For Sale by Stage of Construction and Median Number of Months on Sales Market

Read an article suggesting that housing sales and sales growth could be useful. FRED only has new home data so start there.

datay <- "HSN1FNSA"
ylim <- c(0, 200)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA"
ylim <- c(0, 600)
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA.minus.HSN1FNSA"
ylim <- c(0, 600)
p3 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

grid.arrange(p1,
             p2,
             p3,
             ncol = 1,
             top = "New Housing Sales")

New housing yoy

New Privately-Owned Housing Units Authorized in Permit-Issuing Places

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Housing Starts: Total: New Privately Owned Housing Units Started [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, June 13, 2020.

Take a look at privately owned starts

New Privately-Owned Houses Sold and For Sale

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Median Sales Price of Houses Sold for the United States [MSPUS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/MSPUS, June 13, 2020.

Finally, take a look at starts times the median price

Durable Goods

Suggested Citation: U.S. Census Bureau, Manufacturers’ New Orders: Durable Goods [UMDMNO], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/UMDMNO, April 26, 2021.

Durable goods, not seasonally adjusted, divided by GDP

Durable goods, seasonally adjusted, divided by GDP

Federal reserve board H.8: Assets and Liabilities of Commercial Banks in the United States

Page 4: Not Seasonally adjusted, billions of dollars

Commercial and industrial loans, all commercial banks - Line 10

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Commercial and Industrial Loans, All Commercial Banks [BUSLOANS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BUSLOANS, July 11, 2019.

Taking a look at the difference in SA and NSA series. Seasonal adjustments do vary, but do not seem to be related to recessions.

The raw series is just too steep for any kind of machine learnine. This needs to be converted to log scale.

That’s a little better, let’s see what the smoothed derivative looks like.

That is odd…looks like this doesn’t cross zero unless we are getting close to, or into, a recession. The year over year tells about the same story. Might be a good indication of the end of a recession.

Consumer loans, all commercial banks - Line 20

Suggested Citation: Board of Governors of the Federal Reserve System (US), Consumer Loans, All Commercial Banks [CONSUMERNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CONSUMERNSA, July 11, 2019.

That spike in consumer loans is due to

“April 9, 2010 (Last revised September 23, 2011): As of the week ending March 31, 2010, domestically chartered banks and foreign-related institutions had consolidated onto their balance sheets the following assets and liabilities of off-balance-sheet vehicles, owing to the adoption of FASB’s Financial Accounting Statements No. 166 (FAS 166),”Accounting for Transfers of Financial Assets," and No. 167 (FAS 167), “Amendments to FASB Interpretation No. 46(R).”

This included a consumer loans, credit cards and other revolving plans change of $321.9B. That was a lot of off-balance-sheet bank assets.

Deposits, All Commercial Banks, all commercial banks - Line 34

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Deposits, All Commercial Banks [DPSACBW027SBOG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DPSACBW027SBOG, May 14, 2020.

Federal reserve board Z.1: Financial Accounts of the United States

From the FRED website (https://fred.stlouisfed.org/release?rid=52):

"The Financial Accounts (formerly known as the Flow of Funds accounts) are a set of financial accounts used to track the sources and uses of funds by sector. They are a component of a system of macroeconomic accounts including the National Income and Product accounts (NIPA) and balance of payments accounts, all of which serve as a comprehensive set of information on the economy’s performance.(1) Some important inferences that can be drawn from the Financial accounts are the financial strength of a given sector, new economic trends, changes in the composition of wealth, and development of new financial instruments over time.(1)

Sectors are compiled into three categories: households, nonfinancial businesses, and banks. The sources of funds for a sector are its internal funds (savings from income after consumption) and external funds (loans from banks and other financial intermediaries). (1) Funds for a given sector are used for its investments in physical and financial assets. Dividing sources and uses of funds into two categories helps the staff of the Federal Reserve System pay particular attention to external sources of funds and financial uses of funds.(2) One example is whether households are borrowing more from banks—or in other words, whether household debt is rising. Another example might be whether banks are using more of their funds to provide loans to consumers. Transactions within a sector are not shown in the accounts; however, transactions between sectors are.(2) Monitoring the external flows of funds provides insights into a sector’s health and the performance of the economy as a whole.

Data for the Financial accounts are compiled from a large number of reports and publications, including regulatory reports such as those submitted by banks, tax filings, and surveys conducted by the Federal Reserve System.(2) The Financial accounts are published quarterly as a set of tables in the Federal Reserve’s Z.1 statistical release.

  1. Teplin, Albert M. “The U.S. Flow of Funds Accounts and Their Uses.” Federal Reserve Bulletin, July 2001; http://www.federalreserve.gov/pubs/bulletin/2001/0701lead.pdf.
  2. Board of Governors of the Federal Reserve System. “Guide to the Flow of Funds Accounts.” 2000, http://www.federalreserve.gov/apps/fof/."

L.102 Nonfinancial Business

FL102051003.Q: Nonfinancial corporate business; security repurchase agreements; asset

Asset level of nonfinancial business security repo agreements. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL102051003&t=

L.214 Loans

FL894123005.Q: All sectors; total loans; liability

Sum of domestic financial sectors, all sectors, total mortgages, and households/non-profits. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL894123005&t=L.107&bc=L.107:FL793068005&suf=Q

FL793068005.Q: Domestic financial sectors; depository institution loans n.e.c.; asset

Sum of Monetary authority; depository institution loans n.e.c.; asset and Private depository institutions; depository institution loans n.e.c.; asset. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL793068005&t=L.214&suf=Q

FL893169005.Q: All sectors; other loans and advances; liability

Sum of finance, government, and chartered institutions asset levels. https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893169005&t=L.214&suf=Q

FL893065105.Q: All sectors; home mortgages; asset

https://www.federalreserve.gov/apps/fof/DisplayTable.aspx?t=L.214

FL893065405.Q: All sectors; multifamily residential mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065405&t=L.214&suf=Q

FL893065505.Q: All sectors; commercial mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065505&t=L.214&suf=Q

FL153166000.Q: Households and nonprofit organizations; consumer credit; liability

federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153166000&t=L.214&suf=Q

B.101 Balance Sheet of Households and Nonprofit Organizations

FL152000005.Q: Households and nonprofit organizations; total assets, Level

string.source ID: FL152000005.Q.

FL152090006.Q: Household Net Worth as Percentage of Disposable Personal Income

string.source ID: FL152090006.Q. Household networth tends to fall as a recession start.

Productivity Yield Curve

GDP versus productivity

Manufacturing output and employees

Not sure if these relates to a recession, but fascinating to see how output and employees change with time.

datay <- "OUTMS"
ylim <- c(60, 120)
dtStart = as.Date('1987-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "MANEMP"
ylim <- c(10000, 20000)
dtStart = as.Date('1948-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "PRS30006163"
ylim <- c(40, 120)
dtStart = as.Date('1986-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Shipping volumes might be helpful in determining state of the economy.

datay <- "FRGSHPUSM649NCIS"
ylim <- c(0.8, 1.4)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "FRGSHPUSM649NCIS_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Freight, loosely, moves inversely to the trade deficit.

datay <- "BOPGTB_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

World bank air transportation. Only updated annually so less usefull, but interesting reference to above.

datay <- "WWDIWLDISAIRGOODMTK1"
ylim <- c(0, 250000)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Gross private domestic investment

Spending most certainly tips down prior to a recession. The gross private domestic investment data series, plotted in log format below, show how private investment pulls back prior to recessions.

The change in direction is a little easier to see if the derivative is plotted, first YoY then the smoothed derivative

Velocity

Productivity

Frequency: Quarterly The Productivity and Costs release on August 7, 2003, will reflect the June 2003 benchmark revision to payroll employment. Since employment is now reported on a North American Industry Classification System (NAICS) basis, all of the historical data will be revised. Changes as a consequence of the move to NAICS should not be significant since this release carries data at high levels of aggregation.

Suggested Citation: U.S. Bureau of Labor Statistics, Nonfarm Business Sector: Labor Productivity (Output per Hour) for All Employed Persons [OPHNFB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/OPHNFB, December 24, 2022.

Date range to match census data

PMI

Industrial Production

This is a look at manufacturing industrial production. The yoY change should be a leading indicator of unemployment.

Housing

Take a look at housing starts. These can drop as rates rise.

Frequency: Monthly

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, New Privately-Owned Housing Units Started: Total Units [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, December 24, 2022.

Housing starts, NSA

HOUST reports at annual rate, but HOUSTNSA just reports the monthly numbers. I scale up the NSA to the annual rate.

Units: Thousands of Units, Not Seasonally Adjusted

Frequency: Monthly

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, New Privately-Owned Housing Units Started: Total Units [HOUSTNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUSTNSA, December 24, 2022.

Case-schiller price index

Population data

Many of the economic series can be better understood if normalized by population. Basic population and worker data from FRED.

Population to GDP

Look at GDP divided by CPI per person. It flattens and even dips a little prior to a recession. Might be worth looking at the derivative of this series.

That is worth a closer look

datay1 <- "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
ylim1 <- c(-5, 5)

datay2 <- "RecInit_Smooth"
ylim2 <- c(0, 1)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Correlation Study

Detailed correlations are explored above. Before concluding, let’s take a look at some overall correlation values to see if anything pops out.

Commodities

As mentioned above, copper, year over year, has some correlation with the recession initiation. It could be useful.

GDP Series

GDP, normalized first by CPI and then by population, looks like it migh correlate inversely with the recession indicators

Financials

Let’s see where we are so far. The correlation plot confirms some of the speculation above. The S&P 500 (GSPC.Open) is well correlated with industrial production (INDPRO), business loans (BUSLOANS), total loans (TOTLNNSA) , and nonfinancial corporate business debt (NCBDBIQ027S).

In this case, I want and indicator that rises prior to a recession. It looks like the unemployment rate (UNRATE), real personal income (W875RX1), and the yield curve (DGS10TO1) are all inversely correlated with the recession initiation indicator.

I thought the modified recession initiation would be a harder match, but there are quite a few correlated variables. Lets take a look at some of those in more detail

Complete list of symbols

Since it is tedious to do this one at a time, all the symbols were entered into a data frame, loaded, and aggregated together in a single xts object.

This is the complete list of symbol names and sources used in the project.